Composer · investment strategy
by Composer Technologies · via Composer
A rules-based risk-on/risk-off plan: in uptrends hold S&P 500 and a tech fund; when markets look overheated move to cash and a volatility hedge; when washed out buy tech; in downtrends mostly sit in cash, with rare chip-rebound bets.
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.
1.5% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : 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% · 2026-10-11 ()
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% · 2026-10-11 ()
3 of 9 funds in its are : PSQ, SOXL, 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 Capital preservation 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 checks a few simple “thermometers” each day: trend (is the S&P 500 above its 200‑day average?), and “heat” (RSI, a 0–100 scale of how fast something has risen/fallen). If fear is extreme it briefly bets on a chip‑stock rebound; if markets look too hot it hides in cash plus a volatility hedge; if washed out it buys tech; otherwise it holds broad stocks plus tech 50/50.
A rules-based risk-on/risk-off plan: in uptrends hold S&P 500 and a tech fund; when markets look overheated move to cash and a volatility hedge; when washed out buy tech; in downtrends mostly sit in cash, with rare chip-rebound bets.
Out-of-sample edge: ~51% annualized return vs ~17% for the S&P; Sharpe ~1.08, Calmar ~2.9, drawdown ~17.4%. A rules-based risk-on/off system tilting to tech on uptrends and hedging with cash/volatility for steadier, higher upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.9M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $104k | 2026-10-11 |
| AI categories (Composer) | cash, equities, leveraged etfs, momentum/rsi, risk-on/off, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 92 | 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) | 0.55 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QQQ", "SOXL", "SPY", "TLT", "UVXY", "VGT", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 48 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 432 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 57.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 89k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 102.78% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.92 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.24 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.48% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
