Composer · investment strategy
by Composer Technologies · via Composer
A tactical, risk‑managed mix that buys volatility after euphoric surges, buys 3x tech/S&P after sharp dips, and otherwise rests in SVOL plus low‑volatility bond/vol funds. Uses simple “hot/cold” gauges, volatility, drawdown, and bond trends to switch gears.
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.
4 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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 72% · 2026-10-11 ()
26.5% 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 ()
9 of 22 funds in its are : SPXL, SVIX, SVXY, TBX, TECL, TMF, TMV, TQQQ, 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 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.
It watches how “hot” or “cold” big US stocks are using a speedometer‑like score (RSI, 0–100).<br>- Very hot → buy VIX funds (UVXY/VIXY) as protection.<br>- Very cold → buy aggressive stock funds (3x tech/S&P: TECL, SPXL).<br>- In‑between → sit mostly in an income‑oriented volatility fund (SVOL) plus calmer bond/vol picks (TMF/TMV/BTAL). It adjusts these sleeves as volatility and bond trends change.
A tactical, risk‑managed mix that buys volatility after euphoric surges, buys 3x tech/S&P after sharp dips, and otherwise rests in SVOL plus low‑volatility bond/vol funds. Uses simple “hot/cold” gauges, volatility, drawdown, and bond trends to switch gears.
Out-of-sample, this volatility-aware strategy delivers ~52% annualized return vs ~22% for the S&P, with Sharpe ~1.43 and Calmar ~1.67. It hedges risk and rotates into tech upside after dips, delivering strong risk-adjusted gains despite higher extreme drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $99k | 2026-10-11 | |
| Backtest regulatory fees | $238 | 2026-10-11 | |
| Backtest slippage cost | $1,582 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-managed, tactical allocation, trend filters, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 827 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "AGG", "BND", "BSV", "BTAL", "IEF", "QQQ", "SPXL", "SPY", "SVIX", "SVOL", "SVXY", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UVXY", "VIXM", "VIXY", "VOOG", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 858 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 885.77% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 315.48% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.94% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.15 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
