Composer · investment strategy
by Composer Technologies · via Composer
A daily switcher that reads short‑term “heat.” If T‑Bills lead bonds and the S&P 500 looks too hot, it buys volatility; otherwise it rides 3× semiconductors. If bonds lead, it flips between bearish semiconductors and cash based on 3‑day momentum.
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 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
3 of 7 funds in its are : SOXL, SOXS, 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 Macro signals 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.
Daily: 1) Compare short‑term “heat” (0–100 score, RSI) of cash‑like T‑Bills (BIL) vs broad bonds (BND). 2) If T‑Bills lead: check the S&P 500 (SPY). If SPY is very “hot” (>76), put ~80% into a volatility fund (choose the cooler of UVXY/VIXY) and keep the rest in cash; otherwise buy a 3× semiconductor fund (SOXL). 3) If bonds lead: buy either a 3× semiconductor bear (SOXS) or cash (BIL), whichever did better over the last 3 days.
A daily switcher that reads short‑term “heat.” If T‑Bills lead bonds and the S&P 500 looks too hot, it buys volatility; otherwise it rides 3× semiconductors. If bonds lead, it flips between bearish semiconductors and cash based on 3‑day momentum.
Out-of-sample: annualized return ~81% vs SPY ~20%; max drawdown ~81% vs ~19%; Sharpe ~1.10 vs ~1.30; Calmar ~1.01. Daily, volatility- and semis-driven strategy offering big upside but higher risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $249 | 2026-10-11 | |
| Backtest regulatory fees | $559 | 2026-10-11 | |
| Backtest slippage cost | $1,175 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean-reversion, momentum, semiconductors, tactical, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "SOXL", "SOXS", "SPY", "UVXY", "VIXY" ] | 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) | 5.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 131 | 2026-10-11 | |
| Watchers | 74 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 800 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | -21.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | -97.51% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 81.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 564.57% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -14.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 94.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 94.95% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -26.78% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | -0.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -99.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -80.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 86.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 111.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 72.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 44.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
