Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, daily‑tuned mix of leveraged stock, bond, and volatility funds. It parks in cash after sharp drops, bets on volatility spikes when markets look overheated, and rotates among 3× long/short tech and Treasuries based on trend and stress.
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 2026-10-19
: 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.
0.1% 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. : 100% · 2026-10-19 ()
33.4% 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% · 2026-10-19 ()
13 of 25 funds in its are : PSQ, SH, SPXS, SQQQ, SVIX, SVXY, TECL, TMF, TMV, TQQQ, UPRO, UVIX, 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.
It splits your money across 3 fast‑moving playbooks, checked daily.<br>1) Safety/Overheat: after a sharp S&P 500 drop it parks in cash (BIL). If markets look “too hot” (RSI = heat gauge), it buys VIX funds; if “washed out,” it buys 3× stock funds; else follows a long‑term trend gate.<br>2) Bonds: flips between 3× long vs 3× short long‑Treasuries (TMF/TMV)—and sometimes tech (TQQQ)—using trend lines, recent max drop, and choppiness.<br>3) Volatility: when VIX is jumpy it plays defense; when calm it often “sells vol” (SVIX) unless extremes, and may flip to UVIX, TQQQ/SQQQ, or cash.
A high‑octane, daily‑tuned mix of leveraged stock, bond, and volatility funds. It parks in cash after sharp drops, bets on volatility spikes when markets look overheated, and rotates among 3× long/short tech and Treasuries based on trend and stress.
Out-of-sample edge: ~23.7% annual return vs S&P ~19.6%, with far lower drawdown (~9.5% vs 16.2%) and Calmar ~2.48. Stronger risk-adjusted upside via dynamic volatility, bonds, and tech rotation.
Combines a few different strategies from past frontrunners and the Markov chain bond rotation + a trend following volatility strat depending on volatility + vixation. Max DD: 22.4%
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $79k | 2026-10-19 | |
| Backtest regulatory fees | $272 | 2026-10-19 | |
| Backtest slippage cost | $1,986 | 2026-10-19 |
| AI categories (Composer) | bond rotation, daily rebalancing, leveraged etfs, mean reversion, tactical, trend following, volatility (vix) | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 169 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "GLD", "PSQ", "QQQ", "SH", "SPXS", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVIX", "UVXY", "VIXM", "VIXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 413 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 58.35% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 689.82% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.67% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.04% | ||
| Return, trailing 1 day (out-of-sample) | 1.45% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.49% | ||
| Return, trailing 1 week (out-of-sample) | 0.78% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.65% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.24% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.39% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.12% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.60 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.48 | ||
| Maximum drawdown, backtest period (backtest) | -22.45% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.53% | ||
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.29% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.63% |
| Annualized turnover, backtest period (backtest) | 51.02 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.09 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.68% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.96% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
