Composer · investment strategy
by Composer Technologies · via Composer
Buys high‑quality stocks on short‑term dips or when the trend plus a bond tailwind are in place, parks in T‑Bills when signals are weak, and adds a volatility hedge when the market looks overheated. Heavy tilt to big tech and quality growth.
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.
7 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 2026-06-30)
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 ()
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 56 funds in its are : SPXL, 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.
RSI = a 0–100 “heat” gauge of recent price moves (<30 oversold, ~50 neutral, >80 overheated). SPXL (3x S&P) is the market heat check; UVXY is a fear/volatility fund; BND = bonds; IEF/TLT = Treasuries; BIL = T‑Bills (cash‑like).<br>• If SPXL looks overheated, hedge in UVXY.<br>• Else, scan quality stocks: buy on dips (10‑day RSI<30), or if trend is up (60‑day>50) and bonds just “popped” vs the stock (RSI20 BND>stock). If not, hold BIL.<br>• Prefer the 10 names with the best recent downside profile; equal‑weight; rebalance on ~10% drift.
Buys high‑quality stocks on short‑term dips or when the trend plus a bond tailwind are in place, parks in T‑Bills when signals are weak, and adds a volatility hedge when the market looks overheated. Heavy tilt to big tech and quality growth.
Out-of-sample, the strategy preserves capital with 12.1% max drawdown vs SPY 18.8%, delivers a strong Calmar ratio, and ~15.6% annualized return (vs SPY 18.9%). A disciplined, risk-managed complement to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $836k | 2026-10-19 | |
| Backtest regulatory fees | $3,779 | 2026-10-19 | |
| Backtest slippage cost | $33k | 2026-10-19 |
| AI categories (Composer) | bond-signal overlay, cash/treasury parking, large-cap growth, mean-reversion dips, risk-managed, rules-based, tactical equity, tech-heavy, trend + regime filter, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,260 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "ADP", "AMAT", "AMD", "AMZN", "ANET", "AVGO", "BIL", "BND", "CDNS", "CDW", "CMG", "COF", "COST", "CP", "CPRT", "CRM", "CVX", "EL", "ENPH", "FICO", "GOOGL", "HD", "IEF", "INTU", "JNJ", "LLY", "LRCX", "MA", "MCO", "META", "MPWR", "MRK", "MSCI", "MSFT", "NFLX", "NTES", "NVDA", "ODFL", "ORCL", "PANW", "POOL", "PRI", "QCOM", "SMCI", "SNPS", "SPGI", "SPXL", "TJX", "TLT", "TXRH", "UNH", "UNP", "UVXY", "VRSN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 |
| Remixes (copies) | 26 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,041 | 2026-10-19 | |
| Out-of-sample length | 591 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 44.29% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 8259% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.13% | ||
| Return, trailing 1 day (out-of-sample) | -1.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.25% | ||
| Return, trailing 1 week (out-of-sample) | 0.00% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 2.14% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 3.10% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.98% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.46% | ||
| SPY annualized return over the backtest window (backtest) | 13.72% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.14 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.29 | ||
| Maximum drawdown, backtest period (backtest) | -14.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.10% | ||
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.44% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.54% |
| Annualized turnover, backtest period (backtest) | 54.15 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.32 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.18% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.65% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
