Composer · investment strategy
by Composer Technologies · via Composer
A tactical, all‑in strategy that flips between leveraged Nasdaq‑100, cash/hedges, and long/short Europe. It uses fear (VIX), trend, “hot/cold” (RSI), recent drops, and bond‑vs‑stock strength to decide when to attack or hide.
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.
1 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 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 2026-10-11 ()
100.0% 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 ()
5 of 18 funds in its are : EPV, EURL, TMF, 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.
1) Checks market fear (VIX). If fear is extreme, it runs a US‑tech playbook around TQQQ: step into cash/volatility hedges when tech looks “too hot” (RSI, a 0–100 heat gauge, is high); buy oversold rebounds after sharp drops; or ride the uptrend when QQQ is above its 25‑day average.<br>2) If fear isn’t extreme, it trades Europe: long (EURL) when trend is up, short (EPV) when down, guided by whether bonds look stronger than stocks (a safety gauge).<br>It always splits evenly across the picks.
A tactical, all‑in strategy that flips between leveraged Nasdaq‑100, cash/hedges, and long/short Europe. It uses fear (VIX), trend, “hot/cold” (RSI), recent drops, and bond‑vs‑stock strength to decide when to attack or hide.
Out-of-sample edge: ~76% annualized return vs SPY ~32%, Calmar ~3.26. Drawdowns ~23%, but regime-switching hedges aim to capture gains in volatile markets.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16.9M | 2026-10-11 | |
| Backtest regulatory fees | $28k | 2026-10-11 | |
| Backtest slippage cost | $250k | 2026-10-11 |
| AI categories (Composer) | europe long/short, leveraged etfs, risk-on/risk-off, tactical allocation, trend + mean reversion, us tech, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 90 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 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", "BND", "BTAL", "EPV", "EURL", "IEF", "IEI", "IEUR", "IEV", "IWM", "QQQ", "SPY", "TLT", "TMF", "TQQQ", "UVXY", "VIXM", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 |
| Remixes (copies) | 148 | 2026-10-11 | |
| Watchers | 64 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,901 | 2026-10-11 | |
| Out-of-sample length | 372 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 90.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 169k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.00% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 18.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.58% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 41.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 15.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.78% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
