Composer · investment strategy
by Composer Technologies · via Composer
Daily-switching strategy that first gauges market stress. In turmoil it toggles between cash/hedges and a 3× Nasdaq bet (TQQQ), often buying dips. In calm times it trades 3× Emerging Markets (EDC long or EDZ short). Defaults to T‑Bills when risk rises.
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)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
4 of 16 funds in its are : EDC, EDZ, TMF, TQQQ
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.
Each day it checks market “stress” using a VIX futures fund. If stress is high, it mostly flips between: (1) cash-like T‑Bills (BIL) and hedges (VIXY, BTAL), and (2) a 3× Nasdaq fund (TQQQ) after sharp drops, using hot/cold price gauges, trend, and drawdown checks.<br>If stress is low, it trades 3× Emerging Markets—EDC (bull) or EDZ (bear)—based on bond‑vs‑stock strength and whether EM is trending up. When signals turn negative, it parks in T‑Bills.
Daily-switching strategy that first gauges market stress. In turmoil it toggles between cash/hedges and a 3× Nasdaq bet (TQQQ), often buying dips. In calm times it trades 3× Emerging Markets (EDC long or EDZ short). Defaults to T‑Bills when risk rises.
Out-of-sample, this strategy beats the S&P on risk-adjusted returns (Sharpe 1.52 vs 1.32; Calmar 1.95) with ~113% annualized return vs ~21% for SPY, and a modest beta ~0.49. Expect bigger stress drawdowns; hedges help.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $364.6M | 2026-10-11 | |
| Backtest regulatory fees | $563k | 2026-10-11 | |
| Backtest slippage cost | $5.4M | 2026-10-11 |
| AI categories (Composer) | defensive hedges, emerging markets, leveraged etfs, nasdaq 100, tactical allocation, trend and mean reversion, volatility regimes | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 86 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "EDC", "EDZ", "EEM", "IEF", "IEI", "IWM", "QQQ", "SPY", "TLT", "TMF", "TQQQ", "VIXM", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 |
| Remixes (copies) | 480 | 2026-10-11 | |
| Watchers | 121 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 690 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 101.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3646k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 113.00% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 695.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 75.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 56.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.44 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
