Composer · investment strategy
by Composer Technologies · via Composer
Fast, tactical plan: if markets look overheated, jump into a volatility hedge; in uptrends or sharp selloffs, hold S&P 500 + Tech sized by risk; otherwise sit in T‑Bills. Rebalanced daily.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
3 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
2.1% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
2 of 8 funds in its are : EUM, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Daily, it checks a 0–100 “heat” score (RSI‑10). If SPY>80, or QQQ>85, or XLF>81 (overheated), it hedges: 70% UVXY (VIX/fear) + 30% EUM/BTAL (defensive), sized toward the calmer one. Else if SPY is very cold (RSI<30) or above its 150‑day average, it holds SPY+VGT the same way. Otherwise it parks in BIL (T‑Bills).
Fast, tactical plan: if markets look overheated, jump into a volatility hedge; in uptrends or sharp selloffs, hold S&P 500 + Tech sized by risk; otherwise sit in T‑Bills. Rebalanced daily.
Out-of-sample stats show this strategy outperforms the S&P on risk-adjusted return (Sharpe ~1.52 vs ~1.03), delivers higher upside (29% vs 17%), lower drawdowns (14.5% vs 18.8%), and a lower beta (~0.86).
(Created with DeepSeek AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $894k | 2026-10-19 | |
| Backtest regulatory fees | $1,294 | 2026-10-19 | |
| Backtest slippage cost | $10k | 2026-10-19 |
| AI categories (Composer) | equities, mean reversion, risk-based weighting, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 42 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.60 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "EUM", "QQQ", "SPY", "UVXY", "VGT", "XLF" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 3,781 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 34.91% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 8845% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.03% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 53.86% | ||
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.73% | ||
| Return, trailing 1 week (out-of-sample) | -2.58% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.26% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 32.03% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.15% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.89% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.88 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.01 | ||
| Maximum drawdown, backtest period (backtest) | -18.52% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.48% | ||
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | ||
| Sortino ratio, backtest period (backtest) | 3.10 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.30% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.81% |
| Annualized turnover, backtest period (backtest) | 19.42 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.10 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.11% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.16% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
