Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical strategy: hedge with VIX when stocks look overheated, buy 3x tech when washed out, guard against sharp drops, and otherwise choose between riding semiconductor-led tech strength or rotating into alternative trends (managed futures, vol, Treasuries, USD).
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 2026-10-19
: 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.
0.9% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 89% · 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 ()
7 of 18 funds in its are : SQQQ, SVXY, TECL, TMF, TMV, 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.
Rules:<br>- RSI (0–100 heat score): very high → hedge with UVXY (VIX); very low → buy 3x tech (TQQQ/TECL).<br>- Big short‑term drop (“max drawdown”) → move to safety/hedges (BSV bonds or TMV, 3x inverse Treasuries).<br>- Else: compare chip stocks (SMH) to managed‑futures (WTMF) and long/short stocks (FTLS). If chips stronger, ride 3x tech; if not, own the 3 strongest of TMF/TMV, SVXY/VIXM (vol), FTLS, KMLM (managed‑futures), or UUP (US dollar). Rebalances daily.
A daily tactical strategy: hedge with VIX when stocks look overheated, buy 3x tech when washed out, guard against sharp drops, and otherwise choose between riding semiconductor-led tech strength or rotating into alternative trends (managed futures, vol, Treasuries, USD).
Daily tactical strategy aiming to beat the S&P by capturing tech/semis upside with hedges and alt‑momentum. Out‑of‑sample return ~22%/yr vs ~18% for the S&P; risk‑adjusted via volatility hedges, though drawdowns can be larger in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-19 | |
| Backtest regulatory fees | $5,476 | 2026-10-19 | |
| Backtest slippage cost | $44k | 2026-10-19 |
| AI categories (Composer) | bonds, daily rebalanced, leveraged etfs, long/short equity, managed futures, risk-on/risk-off, tactical allocation, tech momentum, us dollar, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 58 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.68 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "FTLS", "KMLM", "QQQ", "SMH", "SQQQ", "SVXY", "TECL", "TMF", "TMV", "TQQQ", "UUP", "UVXY", "VIXM", "VOX", "VTV", "WTMF", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.77 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,470 | 2026-10-19 | |
| Out-of-sample length | 429 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 130.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.06% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.84% | ||
| Return, trailing 1 day (out-of-sample) | -1.38% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.65% | ||
| Return, trailing 1 week (out-of-sample) | 4.13% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 3.61% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -2.87% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.81% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.58% | ||
| SPY annualized return over the backtest window (backtest) | 15.04% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.10 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Maximum drawdown, backtest period (backtest) | -41.99% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.63% | ||
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Sortino ratio, backtest period (backtest) | 3.40 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 46.98% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.71% |
| Annualized turnover, backtest period (backtest) | 72.89 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 71.47 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.95% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.55% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
