Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, tech-tilted strategy. In calm uptrends it holds VGT; when markets are overheated it hedges with VIXY/defensives; when deeply oversold it buys 3× rebound plays; in downtrends it prefers T‑Bills or shorts tech (PSQ).
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.
1 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%)
1 fund (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. : 98% · 2026-10-11 ()
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% · 2026-10-11 ()
5 of 13 funds in its are : EUM, PSQ, SH, TQQQ, UPRO
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 Leveraged ETFs 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 the rules pick one stance.<br>- If the S&P 500’s short‑term “hot/cold” score (RSI) is very hot, hedge with VIXY plus defensive funds (BTAL/EUM).<br>- If tech or the S&P is very washed out, buy 3× rebound plays (TQQQ or UPRO).<br>- Otherwise: in uptrends hold VGT (tech) unless semis are too hot, then hedge; in downtrends use T‑Bills or short tech (PSQ), with a few checks for brief strength.
A daily, rules-based, tech-tilted strategy. In calm uptrends it holds VGT; when markets are overheated it hedges with VIXY/defensives; when deeply oversold it buys 3× rebound plays; in downtrends it prefers T‑Bills or shorts tech (PSQ).
Out-of-sample edge: Sharpe 1.19 vs SPY 1.07; annualized return 49.7% vs 18.4%; Calmar ~1.68. Hedge risk, seek bigger upside, 615-day track record. Tech tilt with rules and risk controls vs S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.2M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $89k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged/inverse etfs, risk-on/risk-off, tech-tilted tactical rotation, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 46 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BTAL", "EUM", "PSQ", "QQQ", "SH", "SOXX", "SPY", "TQQQ", "UPRO", "VGT", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,780 | 2026-10-11 | |
| Out-of-sample length | 423 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 81k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 97.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.42% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.66 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.07 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.23% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
