Composer · investment strategy
by Composer Technologies · via Composer
Keeps a core in 3x tech (TECL), buys more after sharp drops, and adds SPY plus a volatility hedge (VXX) after sharp run-ups; otherwise blends TECL with SPY. Rebalanced daily; very high risk.
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.
“Core: 50% TECL (3x tech).”
“Otherwise: 75% TECL + 25% SPY.”
“25% VXX (volatility hedge)”
“Rebalances daily; high risk.”
“If RSI > 80 (very hot): hold 50% TECL + 25% SPY (broad US stocks) + 25% VXX (volatility hedge).”
“If RSI < 30 (very cold): go 100% TECL.”
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.
0.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
74.2% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
1 of 3 funds in its are : TECL
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Every day it checks TECL’s 10‑day RSI (a quick 0–100 “heat meter” of recent moves). Core: 50% TECL (3x tech).<br>If RSI < 30 (very cold): go 100% TECL.<br>If RSI > 80 (very hot): hold 50% TECL + 25% SPY (broad US stocks) + 25% VXX (volatility hedge).<br>Otherwise: 75% TECL + 25% SPY.<br>Rebalances daily; high risk.
Keeps a core in 3x tech (TECL), buys more after sharp drops, and adds SPY plus a volatility hedge (VXX) after sharp run-ups; otherwise blends TECL with SPY. Rebalanced daily; very high risk.
Out-of-sample edge: ~65% annualized return vs ~18.6% for the S&P, Calmar ~1.20, and Sharpe ~1.09. Heavy tech exposure with adaptive hedges aims to power rallies while managing risk, though drawdowns can be large.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $387k | 2026-10-11 | |
| Backtest regulatory fees | $146 | 2026-10-11 | |
| Backtest slippage cost | $798 | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged tech, momentum/mean-reversion, tactical etf rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.63 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPY", "TECL", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 534 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.19% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3771% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 65.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 191.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.90% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 75.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.79% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -69.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.96% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.01 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
