Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, two-sleeve ETF strategy: times short-term “pops” with RSI/VIX to rotate among 3x stock funds, volatility hedges, and cash, while a second sleeve holds monthly dividend ETFs unless markets hit extremes.
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.
4 positions as of 2026-10-11
: 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.
5.0% of weight in (IVV: 3.0%)
4 funds (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. : 94% · 2026-10-11 ()
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% · 2026-10-11 ()
7 of 14 funds in its are : SOXL, SPXL, SPXU, SQQQ, SVXY, 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Two sleeves. Uses a hot/cold meter (RSI: 0–100; >70=hot, <30=cold) and the fear gauge (VIX). When markets look washed out, it buys 3x funds: S&P 500 (SPXL), Nasdaq‑100 (TQQQ), semis (SOXL). When they look too hot, it briefly owns volatility (UVXY) or hedges (SQQQ/SPXU). Otherwise it parks in T‑Bills/bonds (BIL/BSV). The dividend sleeve holds monthly‑pay ETFs (SPHD/PEY/DHS) unless extremes trigger the same pop trades. Main exposures: tech/Nasdaq, semis, broad US stocks; value‑tilted dividends.
Rules-based, two-sleeve ETF strategy: times short-term “pops” with RSI/VIX to rotate among 3x stock funds, volatility hedges, and cash, while a second sleeve holds monthly dividend ETFs unless markets hit extremes.
Two-sleeve, rules-based rotation delivering superior risk-adjusted out-of-sample results: ~53% annualized return vs ~19% for the S&P; Sharpe ~1.36; Calmar ~1.70. Growth plus hedges and dividend income with disciplined risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.7M | 2026-10-11 | |
| Backtest regulatory fees | $21k | 2026-10-11 | |
| Backtest slippage cost | $174k | 2026-10-11 |
| AI categories (Composer) | dividend income, leveraged etfs, mean reversion, short-term bonds, tactical etf rotation, us equities, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 248 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "DHS", "PEY", "SOXL", "SPHD", "SPXL", "SPXU", "SPY", "SQQQ", "SVXY", "TQQQ", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 66 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,512 | 2026-10-11 | |
| Out-of-sample length | 653 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 127k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 203.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.61% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.44% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.39% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.39% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.91 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.76% | 2026-10-11 |
Collective2
Composer Technologies · Composer
