Composer · investment strategy
by Composer Technologies · via Composer
Rules-based mix of US stocks and Treasuries with a volatility hedge. It rotates into strong sectors, falls back to SPY or a defensive cash/staples/gold mix when trends weaken, and adds VIXY when the market looks overheated.
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 2026-10-19
: 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.
12.7% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
0 of 11 funds in its are
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.
- Sectors: 4 slots (XLK tech, XLF fin, XLE energy, XLU utilities). Hold the sector only if 5‑day > 50‑day avg; else use Super SPY.<br>- Super SPY: SPY if above its 200‑day avg; else a defensive mix: BIL (T‑bills), XLP (staples) and GLD (gold).<br>- Bonds: 40% sleeve in TLT (long Treasuries) when its long trend is OK; otherwise use Super SPY.<br>- Hedge: If QQQ or SPY get “too hot” (RSI, a short‑term heat meter, >~80), up to 60% shifts into VIXY (volatility), scaled by how extreme; the rest parks in BIL.
Rules-based mix of US stocks and Treasuries with a volatility hedge. It rotates into strong sectors, falls back to SPY or a defensive cash/staples/gold mix when trends weaken, and adds VIXY when the market looks overheated.
Out-of-sample: ~21% annualized return vs SPY ~18.7%; Sharpe ~1.33 vs 1.14; Calmar ~1.71; max drawdown ~12.2% vs ~18.8%; beta ~0.79. Superior risk-adjusted upside with built-in hedges (TLT, VIXY) vs S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $447k | 2026-10-19 | |
| Backtest regulatory fees | $791 | 2026-10-19 | |
| Backtest slippage cost | $6,709 | 2026-10-19 |
| AI categories (Composer) | defensive/cash overlay, gold, momentum/trend, sector rotation, tactical allocation, treasuries, us equities, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 385 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "QQQ", "SPY", "TLT", "VIXY", "XLE", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-19 |
| Remixes (copies) | 11 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,970 | 2026-10-19 | |
| Out-of-sample length | 545 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 27.28% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4373% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.92% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.25% | ||
| Return, trailing 1 day (out-of-sample) | -0.94% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.56% | ||
| Return, trailing 1 week (out-of-sample) | -1.48% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.12% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.28% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.89% | ||
| SPY annualized return over the backtest window (backtest) | 14.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.23 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.71 | ||
| Maximum drawdown, backtest period (backtest) | -12.24% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.24% | ||
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.26% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.10% |
| Annualized turnover, backtest period (backtest) | 18.71 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.76 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.18% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.61% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
