Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based plan: buy 3× stock funds only on deep dips; otherwise sit in a diversified “Safety Town” mix, with a volatility overlay that hedges when markets look overheated by briefly owning UVXY.
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.
10 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%)
5 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% · 2026-10-11 ()
12.5% 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 ()
5 of 14 funds in its are : SOXL, SPXL, 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 Aggressive risk 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.
Each day the system checks a short‑term “hot/cold” meter (RSI) on fast‑moving stock funds. If it looks overheated, it buys UVXY (a crash hedge that jumps when fear spikes). Otherwise it buys sharp dips in SPXL/TQQQ/SOXL (3× S&P 500/Nasdaq/semis). If no dip, it parks in a defensive mix (gold, staples, managed futures, US dollar, T‑bills) plus a volatility sleeve that flips between fear (UVXY+VIXM) and calm (SVXY+BTAL/VIXM). RSI≈0–100; <30=cold, >70=hot.
A daily, rules‑based plan: buy 3× stock funds only on deep dips; otherwise sit in a diversified “Safety Town” mix, with a volatility overlay that hedges when markets look overheated by briefly owning UVXY.
Out-of-sample, this strategy offers higher upside than the S&P 500: ~32.7% annualized vs 21.9% SPY, with a Calmar ~1.34 and built-in hedges/dip-buying. Expect larger drawdowns but potential for strong long-run alpha.
All weather framework + buy when the market dips
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $336k | 2026-10-11 | |
| Backtest regulatory fees | $550 | 2026-10-11 | |
| Backtest slippage cost | $3,942 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, dip buying, hedged, leveraged etfs, multi-asset, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,359 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DBMF", "GLD", "SHV", "SHY", "SOXL", "SPXL", "SPY", "SVXY", "TQQQ", "UUP", "UVXY", "VIXM", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 911 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3259% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.72% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.21% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
