Composer · investment strategy
by Composer Technologies · via Composer
Short‑term, tactical “fade the extremes” system: buys VIX when markets look overheated, buys leveraged tech/semis on sharp dips, otherwise goes defensive or into managed‑futures/alt sleeves; may occasionally buy a beaten‑up Bitcoin proxy.
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 ()
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 ()
17 of 39 funds in its are : BITX, CONL, CURE, FAS, LABU, RETL, SOXL, SOXS, SPXL, SVIX, SVXY, TECL, TECS, 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.
It looks for extremes using RSI, a “speedometer” of recent moves (above ~80 = very hot; below ~30 = washed out). When stocks/sectors look too hot, it buys VIX ETFs (UVXY/VXX/VIXY/VIXM) and scales up as more signals fire. When they’re washed out, it buys beaten‑down tech/semis (TECL/SOXL/LABU/SPXL) for a bounce. If no edge, it sits in defensive or alt picks (BTAL/SHV, KMLM/FTLS/UUP/TMF/SVXY). At times it takes a small contrarian Bitcoin proxy (MSTR/BITX/CONL) after 3‑day drops.
Short‑term, tactical “fade the extremes” system: buys VIX when markets look overheated, buys leveraged tech/semis on sharp dips, otherwise goes defensive or into managed‑futures/alt sleeves; may occasionally buy a beaten‑up Bitcoin proxy.
Out-of-sample upside ~36% annualized vs ~21% for SPY. A tactical volatility-timing strategy blends levered and alt sleeves to capture mean-reversions, with broad diversification. Higher growth potential, but higher drawdown risk in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $118k | 2026-10-11 | |
| Backtest regulatory fees | $1,145 | 2026-10-11 | |
| Backtest slippage cost | $8,507 | 2026-10-11 |
| AI categories (Composer) | crypto proxies, leveraged etfs, managed futures, mean reversion, sector rotation, short-term, tactical, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 401 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.70 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BITX", "BTAL", "CONL", "CURE", "FAS", "FTLS", "IOO", "KMLM", "LABU", "MSTR", "QQQ", "QQQE", "RETL", "SHV", "SMH", "SOXL", "SOXS", "SPXL", "SPY", "SVIX", "SVXY", "TECL", "TECS", "TMF", "TMV", "TQQQ", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLF", "XLK", "XLP", "XLY" ] | 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) | 2.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 801 | 2026-10-11 | |
| Out-of-sample length | 546 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 117.32% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1083% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 8.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 34.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -49.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -49.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -16.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 94.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.75% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -84.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -84.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 93.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 90.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 105.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 102.67 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 47.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
