Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based U.S. equity strategy: ride uptrends in SPY/QQQ/DIA/IWM, hedge with VIXY when markets look overheated, buy brief 3× rebounds when deeply oversold, and use BTAL defensively in weak markets.
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.
5 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.
2.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV · not identified: DIA 20%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 78% · 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 ()
5 of 17 funds in its are : TECL, TQQQ, UDOW, UPRO, URTY
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.
The portfolio is split across SPY, QQQ, DIA, and IWM sleeves. Daily: if a sleeve’s index is in a long-term uptrend (price > 200-day avg), hold it—unless short-term “heat” (10‑day RSI, a 0–100 speedometer) is very high across key indexes/sectors, then switch to VIXY (a volatility hedge). If in a downtrend, buy a 3× rebound ETF only when extremely oversold; else hold the index if above its 30‑day avg, or go defensive in BTAL.
A daily, rules-based U.S. equity strategy: ride uptrends in SPY/QQQ/DIA/IWM, hedge with VIXY when markets look overheated, buy brief 3× rebounds when deeply oversold, and use BTAL defensively in weak markets.
{"type":"object","properties":{"value_proposition_text":"Out-of-sample: ~39% annual return, Sharpe ~1.10, Calmar ~1.74 vs SPY ~18% return. Uses trend-following, dip-buying, and a volatility hedge for higher growth with strong risk-adjusted protection vs the S&P 500.","note":"Higher upside with solid risk-adjusted metrics and a built-in hedge, compared to the S&P 500."}}
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14.5M | 2026-10-11 | |
| Backtest regulatory fees | $24k | 2026-10-11 | |
| Backtest slippage cost | $215k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, tactical asset allocation, trend following, u.s. equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 188 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DIA", "IWM", "IYY", "QQQ", "SPY", "TECL", "TQQQ", "UDOW", "UPRO", "URTY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 550 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 145k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.44% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.33% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.28 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
