Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight mix of three rules: a volatility spike catcher (UVXY vs short-term bonds) plus two calm‑market “fund surfing” rules that buy the most beaten‑down big‑tech fund; otherwise they hide in Treasuries.
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.
0.3% of weight in (IVV: 3.0%)
3 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. : 96% · 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 ()
4 of 9 funds in its are : SPXL, 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 Fixed income label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
Your money is split equally across 3 rules.<br>1) “BS Catcher”: If the S&P 500 is in an uptrend and looks very “hot” (RSI = 0–100 heat score), take a short, punchy bet on fear (UVXY = VIX/fear fund). Otherwise sit in short-term bonds (BSV). In downtrends, mostly stay in BSV; only try UVXY when fear is rising but not extreme.<br>2) If 1‑month vol is extremely low, buy the most beaten‑down of TECL/TQQQ/IEF (3x tech or 7–10y Treasuries). Else hold SHY (1–3y Treasuries).<br>3) If vol is low, buy the most beaten‑down of TECL/TQQQ/SHY. Else hold TLT (20+y Treasuries).
Equal-weight mix of three rules: a volatility spike catcher (UVXY vs short-term bonds) plus two calm‑market “fund surfing” rules that buy the most beaten‑down big‑tech fund; otherwise they hide in Treasuries.
Out-of-sample edge: ~32.6% annualized return vs ~21.7% for the S&P, with Sharpe ~1.15 and Calmar ~1.03. Expect higher drawdowns (~31.5%), but Treasuries hedges aim for stronger long-term growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.8M | 2026-10-11 | |
| Backtest regulatory fees | $6,151 | 2026-10-11 | |
| Backtest slippage cost | $49k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, treasuries, trend + mean-reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 46 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "IEF", "SHY", "SPXL", "SPY", "TECL", "TLT", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 880 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 45.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 28k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.55% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 167.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.73 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
