Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, daily strategy that rides tech booms, hedges or flips short during stress, and uses VIX-linked ETFs plus safe havens (gold, Treasuries, USD) to manage turbulence.
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.
11 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.
1.3% of weight in (IVV: 3.0%)
7 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. : 100% · 2026-10-19 ()
25.2% 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 ()
11 of 24 funds in its are : SOXL, SOXS, SPXL, SPXS, SQQQ, SVXY, TECL, TECS, TQQQ, UPRO, 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.
Each day it checks simple signals: 1) recent moves in a 3x Nasdaq fund (TQQQ), 2) whether tech or the “fear gauge” is hot/cold (RSI: a speed/heat score of recent wins vs losses), 3) S&P 500 damage (drawdown) and choppiness (volatility), and 4) long‑term trend. It then either rides risk (TQQQ/SOXL/UPRO + SVXY), flips defensive/short (SPXS/SQQQ/SOXS/TECS + VIXY/UVXY), or parks in gold, Treasuries, USD, staples. Rebalances daily.
A rules-based, daily strategy that rides tech booms, hedges or flips short during stress, and uses VIX-linked ETFs plus safe havens (gold, Treasuries, USD) to manage turbulence.
Out-of-sample Sharpe 1.27 vs 1.17, max drawdown 10.3% vs 18.8%, Calmar 1.64. A hedged, tech-leaning strategy delivering stronger risk-adjusted returns and smoother downside with tech upside.
Created by Investors Collaborative - https://discord.gg/qfy9Rf8JWW https://www.investorcollab.com/
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $802k | 2026-10-19 | |
| Backtest regulatory fees | $1,485 | 2026-10-19 | |
| Backtest slippage cost | $10k | 2026-10-19 |
| AI categories (Composer) | hedged, leveraged etfs, momentum and mean reversion, multi-asset, regime switching, tactical allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 252 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "GLD", "IEF", "QQQ", "SCHD", "SHY", "SMH", "SOXL", "SOXS", "SPXL", "SPXS", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TQQQ", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,727 | 2026-10-19 | |
| Out-of-sample length | 527 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 34.50% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 7920% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.84% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.03% | ||
| Return, trailing 1 day (out-of-sample) | -1.35% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.29% | ||
| Return, trailing 1 week (out-of-sample) | -0.00% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.73% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.17% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.51% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.51% | ||
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.28 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.64 | ||
| Maximum drawdown, backtest period (backtest) | -15.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.28% | ||
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | ||
| Sortino ratio, backtest period (backtest) | 4.16 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.21 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.75% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.92% |
| Annualized turnover, backtest period (backtest) | 14.86 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.46 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.74% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.50% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
