Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “regime switcher” that aims for stock-like gains with smaller crashes by rotating among leveraged growth ETFs, safe-haven bonds/cash, and volatility trades. It uses trend (200‑day), overbought/oversold (RSI), and stress triggers (VIX, junk bonds).
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.
12 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.
16.2% of weight in (IVV: 3.0%)
8 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. : 88% · 2026-10-19 ()
85.0% 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 ()
24 of 68 funds in its are : ERX, FAS, FAZ, NAIL, NUGT, PSQ, SH, SOXL, SOXS, SPXU, SQQQ, SVIX, SVXY, TECL, TECS, TMF, TMV, TQQQ, TYD, UDOW, UPRO, UVIX, UVXY, WANT
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 Macro signals 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.
Daily, rules ask: Is the S&P 500 in an uptrend (above its 200‑day avg)? If yes, lean into fast‑growth bets (TQQQ/UPRO; at times SOXL/TECL/NAIL or top mega‑caps). If things look overheated (high RSI) or after sharp moves, trim/hedge with VIX funds. If trend is weak, shift to hedges (SQQQ/SPXU/TMV) and safe havens (SPLV, BTAL, TLT, UUP, GLD, BIL). A volatility sleeve buys UVIX/VIXY on fear and uses SVIX when calm; junk‑bond strength (HYG) helps confirm risk‑on.
A daily, rules-based “regime switcher” that aims for stock-like gains with smaller crashes by rotating among leveraged growth ETFs, safe-haven bonds/cash, and volatility trades. It uses trend (200‑day), overbought/oversold (RSI), and stress triggers (VIX, junk bonds).
An adaptive, rules-based strategy aiming stock-like upside with built-in risk controls (regime switching and volatility hedges). It offers diversification with a lower beta than SPY, though OOS returns are lower and drawdowns higher.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $235k | 2026-10-19 | |
| Backtest regulatory fees | $1,132 | 2026-10-19 | |
| Backtest slippage cost | $8,811 | 2026-10-19 |
| AI categories (Composer) | bonds, hedged equities, leveraged etfs, regime switching, risk management, sector rotation, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,619 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ADBE", "AGG", "AMD", "AMZN", "BIL", "BND", "BRK/B", "BTAL", "COST", "DBC", "ERX", "FAS", "FAZ", "GBTC", "GE", "GLD", "GOOG", "GOOGL", "HYG", "IEF", "LLY", "META", "MRK", "MSFT", "NAIL", "NFLX", "NUGT", "NVDA", "PG", "PSQ", "QQQ", "SH", "SOXL", "SOXS", "SPHB", "SPLV", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TYD", "UDOW", "UPRO", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "WANT", "XLE", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,122 | 2026-10-19 | |
| Out-of-sample length | 627 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 103.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2253% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.45% | ||
| Return, trailing 1 day (out-of-sample) | -2.32% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.19% | ||
| Return, trailing 1 week (out-of-sample) | -1.66% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 21.15% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 26.24% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.26% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.62% | ||
| SPY annualized return over the backtest window (backtest) | 15.53% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.17 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.51 | ||
| Maximum drawdown, backtest period (backtest) | -32.56% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.56% | ||
| Sharpe ratio, backtest period (backtest) | 3.21 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Sortino ratio, backtest period (backtest) | 5.97 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.91% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.19% |
| Annualized turnover, backtest period (backtest) | 71.79 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 71.27 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.58% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.04% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
