Composer · investment strategy
by Composer Technologies · via Composer
A rules‑driven switcher: hide in T‑Bills during volatility spikes, use SPY’s 200‑day trend to call bull vs bear, then use an “overbought/oversold” gauge (RSI) to buy dips, add a VIX hedge when too hot, or flip to inverse funds or Treasuries in downtrends.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
1 fund (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. : 100% · 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 : QLD, SPXL, SPXU, SQQQ, SSO, 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.
1) Panic check: if the “fear gauge” (UVXY) is very hot (RSI>70), go to T‑Bills (BIL). RSI is a short‑term thermometer: low=washed‑out, high=overheated.<br>2) Trend test: if SPY is above its 200‑day average → Bull; else → Bear.<br>• Bull: if SPY/QQQ look overheated, buy a VIX hedge (VIXM). Otherwise buy the most “oversold” of SPY, QQQ, or their 2x versions (SSO/QLD), or short‑term Treasuries (SHY).<br>• Bear: try to buy sharp bounces (TQQQ). If not, rotate to inverse funds (SQQQ/SPXU) or Treasuries (BSV/TLT).
A rules‑driven switcher: hide in T‑Bills during volatility spikes, use SPY’s 200‑day trend to call bull vs bear, then use an “overbought/oversold” gauge (RSI) to buy dips, add a VIX hedge when too hot, or flip to inverse funds or Treasuries in downtrends.
Out-of-sample annualized return ~28% vs SPY ~21%, with a Calmar ~0.66. Expect larger swings (~42% max drawdown vs ~19%), but regime-switching plus hedges aim for higher upside and disciplined risk control versus the S&P 500.
Added SPY instead of BIL for when SPY above 200 Moving average. UUP to USDU for no K-1.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $31.8M | 2026-10-11 | |
| Backtest regulatory fees | $104k | 2026-10-11 | |
| Backtest slippage cost | $971k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, momentum & mean reversion, regime switching, tactical allocation, u.s. equities & treasuries, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 2026-10-11 | |
| Rebalance corridor width | 9.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "QLD", "QQQ", "SHY", "SPXL", "SPXU", "SPY", "SQQQ", "SSO", "TLT", "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) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 988 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 71.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 318k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.00% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 163.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.59% | 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) | 0.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 61.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
