Composer · investment strategy
by Composer Technologies · via Composer
A large rulebook that flips between offense and defense. It watches fear (VIX), trend, and momentum to move among cash/Treasuries, leveraged stock funds (like TQQQ/UPRO), hedges (UVXY/SQQQ), and diversifiers (gold/oil/dollar) to seek growth with damage control.
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.
20 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.
20.6% of weight in (IVV: 3.0%)
18 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. : 84% · 2026-10-11 ()
63.4% 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 ()
28 of 88 funds in its are : ERX, FAS, FAZ, GLL, HDGE, PSQ, QID, SDS, SH, SJB, SOXL, SOXS, SPXL, SQQQ, SVXY, TBF, TBT, TECL, TMF, TMV, TQQQ, TYD, TYO, UDOW, UGL, UPRO, USD, 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.
Rules-based, risk-on/risk-off.<br>- Panic: if fear (VIX) and a hot/cold meter (RSI) show stress, it holds short‑term Treasuries (SHY) plus a crash hedge (UVXY).<br>- Uptrend: leans into 3x stock funds (TQQQ=Nasdaq; UPRO/SPXL=S&P), trimming or hedging when overheated.<br>- Choppy/weak: adds defenses (BTAL), gold (GLD), oil (DBC/USO), or dollar (UUP).<br>- Rates falling: own TMF; rising: prefer UUP or TMV.<br>RSI=hot/cold; MAs=trend; VIX=fear.
A large rulebook that flips between offense and defense. It watches fear (VIX), trend, and momentum to move among cash/Treasuries, leveraged stock funds (like TQQQ/UPRO), hedges (UVXY/SQQQ), and diversifiers (gold/oil/dollar) to seek growth with damage control.
Out-of-sample edge: ~26.5% annualized vs ~20.3% for the S&P, Sharpe ~1.07, Calmar ~0.96, and beta ~0.56. A diversified, regime-switching strategy with hedges aimed at higher growth with managed risk—though drawdowns can be larger in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $83.8M | 2026-10-11 | |
| Backtest regulatory fees | $266k | 2026-10-11 | |
| Backtest slippage cost | $2.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, multi-asset, rates-driven, regime switching, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,849 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.10 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ANGL", "AOK", "BIL", "BND", "BTAL", "COMT", "CWB", "DBC", "EDV", "ERX", "EWJ", "FAS", "FAZ", "FLOT", "FXR", "FXY", "GLD", "GLL", "GVI", "HACK", "HDGE", "HEFA", "HEZU", "IEF", "IEI", "IGF", "IXN", "IYR", "LQD", "MTUM", "PDBC", "PSQ", "QID", "QQQ", "QQQE", "QUAL", "QYLD", "SDS", "SH", "SHV", "SHY", "SJB", "SMH", "SOXL", "SOXS", "SPIP", "SPLV", "SPTL", "SPXL", "SPY", "SQQQ", "STIP", "SVXY", "TBF", "TBT", "TDIV", "TECL", "TLH", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UDOW", "UGL", "UPRO", "USD", "USDU", "USO", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VOOG", "VOOV", "VOX", "VRP", "VTV", "VUG", "VWO", "XLK", "XLP", "XLU", "XLY", "YYY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,972 | 2026-10-11 | |
| Out-of-sample length | 797 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 115.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 838k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.53% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 110.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 3.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 3.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.87% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.31% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
