Composer · investment strategy
by Composer Technologies · via Composer
Owns a Pershing Square–like stock basket by default, adds a 20% volatility hedge when markets look overheated, tries to buy sharp dips in tech/semis after big drops, and otherwise flips to defensive shorts or T-bills based on simple stock‑vs‑bond momentum signals.
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.
10 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
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 ()
66.3% 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 ()
13 of 36 funds in its are : CURE, FAS, LABD, PSQ, RETL, SOXL, SOXS, SPXS, SPXU, SQQQ, TECL, TQQQ, 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 13F / hedge fund tracker label, from other sources first, strongest risk-adjusted return first.
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.
Most of the time it holds a Pershing Square–style stock basket. If broad markets or key sectors look “too hot” (short-term momentum very high), it keeps that basket but adds 20% UVXY (a volatility spike bet). After fast drops, it splits 50/50: half Pershing, half a single aggressive ETF to try a bounce. If conditions stay weak, it switches to defensive shorts or T‑bills using simple trend and stock‑vs‑bond momentum checks.
Owns a Pershing Square–like stock basket by default, adds a 20% volatility hedge when markets look overheated, tries to buy sharp dips in tech/semis after big drops, and otherwise flips to defensive shorts or T-bills based on simple stock‑vs‑bond momentum signals.
Out-of-sample return 26.3% vs SPY 17.6%, with lower drawdown (14.8% vs 18.8%) and solid risk-adjusted upside (Calmar 1.78). A volatility-aware, tactical mix that aims higher growth with less downside than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.1M | 2026-10-19 | |
| Backtest regulatory fees | $5,695 | 2026-10-19 | |
| Backtest slippage cost | $47k | 2026-10-19 |
| AI categories (Composer) | 13f clone, leveraged etfs, long/short, momentum, risk management, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 352 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BDRY", "BIL", "BN", "BND", "CMG", "CP", "CURE", "FAS", "GOOGL", "HHH", "HLT", "IEF", "IOO", "LABD", "NKE", "PSQ", "QQQ", "QQQE", "QSR", "RETL", "SOXL", "SOXS", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,095 | 2026-10-19 | |
| Out-of-sample length | 514 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 99.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 31k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.33% | ||
| Return, trailing 1 day (out-of-sample) | 3.13% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.60% | ||
| Return, trailing 1 week (out-of-sample) | 3.60% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 7.75% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 6.40% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.94% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -4.77% | ||
| SPY annualized return over the backtest window (backtest) | 14.74% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.30 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.78 | ||
| Maximum drawdown, backtest period (backtest) | -18.74% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.79% | ||
| Sharpe ratio, backtest period (backtest) | 2.26 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Sortino ratio, backtest period (backtest) | 4.43 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 32.90% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.02% |
| Annualized turnover, backtest period (backtest) | 35.23 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.73 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.04% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
