Composer · investment strategy
by Composer Technologies · via Composer
Tactical, volatility‑aware mix: a ~62.5% SVOL core plus leveraged tech/S&P exposure when trends are friendly, and long‑vol or low‑vol baskets when markets look overheated or shaky. Designed to harvest carry in calm times and hedge during spikes.
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.
0.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 81% · 2026-10-11 ()
51.1% 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 ()
10 of 23 funds in its are : SH, 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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’s an active “if/then” playbook that reads short‑term stock conditions and tilts fast.<br>- When major indexes (Nasdaq/Tech: QQQ/XLK; S&P 500: SPY/VOOG) look overheated, it buys long‑volatility funds (UVXY/VIXY/VIXM).<br>- When they’re washed out but trending up, it adds 3x bulls (TECL/SPXL), often with a 62.5% core in SVOL (earns from selling volatility).<br>- If swings jump, it rotates into calmer mixes of Treasuries (TMF/TMV), short‑vol (SVXY/SVIX) and market‑neutral (BTAL). Bonds vs rates also guide risk.
Tactical, volatility‑aware mix: a ~62.5% SVOL core plus leveraged tech/S&P exposure when trends are friendly, and long‑vol or low‑vol baskets when markets look overheated or shaky. Designed to harvest carry in calm times and hedge during spikes.
Out-of-sample edge: ~30.2% annualized return vs ~25.9% for SPY, max drawdown ~15.5% vs ~18.8%, beta ~0.86, Calmar ~1.95, Sharpe ~1.43 vs ~1.59. Higher upside with better downside protection 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) | $44k | 2026-10-11 | |
| Backtest regulatory fees | $103 | 2026-10-11 | |
| Backtest slippage cost | $630 | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, risk-on/risk-off, tactical allocation, tech-heavy, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 828 | 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) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "BSV", "BTAL", "IEF", "QQQ", "SH", "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) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 739 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 39.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 339.15% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.07% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.53 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.97% | 2026-10-11 |
Collective2
Composer Technologies · Composer
