Composer · investment strategy
by Composer Technologies · via Composer
Daily rules split between monthly dividend ETFs (SPHD, PEY, DHS) and “pop” trades in 3x funds (SPXL=3x S&P, TQQQ=3x Nasdaq, SOXL=3x semis). Uses RSI/VIX to buy dips, sit in cash/bonds (BIL/BSV), hedge with UVXY, or pivot to SQQQ/SPXU.
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.
5 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.
60% monthly dividend sleeve; 40% “pop” trades in 3x funds tied to the S&P 500, Nasdaq‑100, and semiconductors. Daily: RSI = hot/cold score. Low (<30) → buy the 3x fund. High (>80) → hedge with a fear/volatility fund. Else sit in cash‑like T‑Bills or the dividend sleeve.<br>Safety switches move to bonds or bear funds when fear (VIX) is high or the S&P falls fast. Goal: steady income, buy dips, and go risk‑off in turmoil.
Daily rules split between monthly dividend ETFs (SPHD, PEY, DHS) and “pop” trades in 3x funds (SPXL=3x S&P, TQQQ=3x Nasdaq, SOXL=3x semis). Uses RSI/VIX to buy dips, sit in cash/bonds (BIL/BSV), hedge with UVXY, or pivot to SQQQ/SPXU.
Out-of-sample: ~49% annualized return vs ~19% for the S&P; Sharpe ~1.19, Calmar ~1.58. Higher upside and monthly dividend income, but larger drawdowns. Built-in hedges and risk-off rules aim to protect during market turbulence.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.6M | 2026-10-11 | |
| Backtest regulatory fees | $21k | 2026-10-11 | |
| Backtest slippage cost | $175k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, equity income, leveraged etfs, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 248 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 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) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,512 | 2026-10-11 | |
| Out-of-sample length | 444 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 126k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.41% | 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) | 54.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.91 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.44 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.82% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.44 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.90% | 2026-10-11 |
Collective2
Composer Technologies · Composer
