Composer · investment strategy
by Composer Technologies · via Composer
A tactical stock strategy that front‑runs “overbought” bursts by rotating into a volatility hedge (VIXY + a low‑risk SPLV/BTAL mix). Otherwise it holds a trend‑timed S&P 500 core, sector momentum sleeves, and a long‑bond macro sleeve that flips between TLT and stocks to reduce drawdowns.
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 2026-10-19
: 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.
12.7% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30) · : 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% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 16 funds in its are
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 Fixed income 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.
Two modes. 1) Overbought alert: If short‑term “heat” (RSI = hot/cold score 0–100) on big stock indexes/sectors (SPY, QQQ, etc.) jumps above high bars, we shift into a shock‑absorber: mostly VIXY (VIX futures = volatility) plus a low‑risk mix of SPLV (low‑vol stocks) and BTAL (long low‑beta/short high‑beta). Size rises when VIX heats up.<br>2) No alert: run a core—trend‑timed SPY; sector momentum (XLF, XLK, XLE, XLU); and a bond sleeve that flips between TLT and stocks. Rebalance on ~5% drift.
A tactical stock strategy that front‑runs “overbought” bursts by rotating into a volatility hedge (VIXY + a low‑risk SPLV/BTAL mix). Otherwise it holds a trend‑timed S&P 500 core, sector momentum sleeves, and a long‑bond macro sleeve that flips between TLT and stocks to reduce drawdowns.
Out-of-sample, this strategy delivers a smoother ride with smaller losses: max drawdown 13.1% vs 18.8% for the S&P, and solid risk-adjusted performance (Calmar ≈ 1.10). It aims for steady returns around 14.3% annually, with less downside risk than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7M | 2026-10-19 | |
| Backtest regulatory fees | $4,562 | 2026-10-19 | |
| Backtest slippage cost | $39k | 2026-10-19 |
| AI categories (Composer) | bond–equity timing, overbought hedging, risk management, sector momentum, tactical rotation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 292 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "GLD", "IOO", "QQQ", "SPLV", "SPY", "TLT", "VIXY", "VOX", "VTV", "XLE", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 3,786 | 2026-10-19 | |
| Out-of-sample length | 533 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 40.64% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.38% | ||
| Return, trailing 1 day (out-of-sample) | -0.96% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.56% | ||
| Return, trailing 1 week (out-of-sample) | -5.11% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 1.86% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 7.76% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.66% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.89% | ||
| SPY annualized return over the backtest window (backtest) | 15.28% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.11 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | ||
| Maximum drawdown, backtest period (backtest) | -13.06% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.06% | ||
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | ||
| Sortino ratio, backtest period (backtest) | 4.00 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.41% |
| Annualized turnover, backtest period (backtest) | 29.10 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.72 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.58% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.47% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
