Composer · investment strategy
by Composer Technologies · via Composer
Rules-based ETF strategy. Uses a 200‑day trend filter, RSI “heat” and recent pops/drops to rotate among leveraged tech, cash-like Treasuries, shorts, and volatility hedges. Optional VIX overlay aims to cut drawdowns. High risk due to 3x and VIX ETFs.
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.
“If stocks look “too hot” (RSI very high), briefly hedge/short (UVXY/SQQQ).”
“3x ETFs magnify daily moves (higher risk)”
“Check if the S&P 500 (SPY) is above its 200‑day average (long‑term trend).”
“Otherwise favor tech (TECL) unless short‑term Treasuries look better.”
“When considering a short, it first checks the US dollar and gold; if they’re stronger, it may choose them instead.”
“otherwise blend tech/semis with T‑bills/TIPS, picking whichever is more beaten‑down (lower RSI)”
““Buy dips, sell rips.” After sharp pops, briefly short or buy volatility”
3 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%)
2 funds (SEC N-PORT, as of 2026-07-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
26.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
14 of 35 funds in its are : FAS, QLD, SOXL, SPXS, SQQQ, SVXY, TECL, TMF, TMV, TQQQ, UDN, UGL, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
1) Check if the S&P 500 (SPY) is above its 200‑day average (long‑term trend).<br>• Uptrend: If stocks look “too hot” (RSI very high), briefly hedge/short (UVXY/SQQQ). Otherwise favor tech (TECL) unless short‑term Treasuries look better.<br>• Downtrend: “Buy dips, sell rips.” After sharp pops, briefly short or buy volatility; otherwise blend tech/semis with T‑bills/TIPS, picking whichever is more beaten‑down (lower RSI).<br>• When considering a short, it first checks the US dollar and gold; if they’re stronger, it may choose them instead. Optional “VIXen” adds a volatility sleeve: long VIX when markets are euphoric, short VIX/long bonds when calm.<br>Notes: RSI is a 0–100 “heat” score of recent moves (>80 hot, <30 cold). 200‑day avg = long‑term trend. 3x ETFs magnify daily moves (higher risk). VIX funds track market fear.
Rules-based ETF strategy. Uses a 200‑day trend filter, RSI “heat” and recent pops/drops to rotate among leveraged tech, cash-like Treasuries, shorts, and volatility hedges. Optional VIX overlay aims to cut drawdowns. High risk due to 3x and VIX ETFs.
Out-of-sample edge: ~50% annualized return vs SPY ~21%, Calmar ~1.38, Sharpe ~1.19. Trend-driven rotation with optional VIX overlay aims for tech upside while cushioning drawdowns (though larger max drawdowns can occur).
V2 takes Dereck's 'Holy Grail Simplified' and adds RSI sorting pairs at every point in the strategy. Changed 200d SMA check to SPY. Added 'Buy The Dips' mean reversion in the bearish leg of the strategy. When shorting, added SQQQ checks against bullish dollars (UUP) and gold (UGL) . Finally, added updated VIXen anti-beta strategy to boost returns and lower drawdown. -HinnomTX
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $77.5B | 2026-10-11 | |
| Backtest regulatory fees | $175.4M | 2026-10-11 | |
| Backtest slippage cost | $1.7B | 2026-10-11 |
| AI categories (Composer) | bonds/cash overlay, leveraged etfs, macro (usd/gold) checks, optional overlay, tactical rotation, tech-heavy, trend + mean reversion, volatility hedge (vix) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 294 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.62 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "EDV", "FAS", "IEF", "QLD", "QQQ", "QQQE", "SHV", "SHY", "SOXL", "SPXS", "SPY", "SQQQ", "STIP", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDN", "UGL", "UPRO", "UUP", "UVXY", "VCIT", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 880 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 198.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 775457k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 315.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.57% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 72.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 72.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.38% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.12% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 67.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.67 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.16% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
