Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based switcher: buy 3x tech on dips, fade overheated rips with bearish/fear funds, and move to VIX/bond-driven defenses in panics. Heavy tech, volatility, and Treasury exposure; 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.
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.
0.5% 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 ()
100.0% 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 ()
13 of 22 funds in its are : PSQ, SH, SPXS, SQQQ, SVIX, SVXY, TECL, TECS, TMF, TMV, 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 Macro signals 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’s a rule-based switch. In calm uptrends it rides turbo-charged tech funds (like 3x Nasdaq/tech). On quick dips it buys those dips. If prices rip too fast or fear spikes, it flips to bearish or “fear” funds. When bonds look stronger than stocks, it shifts to a defensive mix of volatility funds. Within each sleeve it picks the option that’s been steadier lately.<br>Very high risk.
Aggressive, rules-based switcher: buy 3x tech on dips, fade overheated rips with bearish/fear funds, and move to VIX/bond-driven defenses in panics. Heavy tech, volatility, and Treasury exposure; very high risk.
Out-of-sample: ~24.2% annualized return vs ~19% for the S&P, driven by tactical tech exposure and volatility/bond hedges. Higher upside, but with notably larger drawdowns—meant for investors who can tolerate volatility for stronger growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $210k | 2026-10-11 | |
| Backtest regulatory fees | $766 | 2026-10-11 | |
| Backtest slippage cost | $5,437 | 2026-10-11 |
| AI categories (Composer) | bond timing, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend-following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,094 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.67 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "IEF", "PSQ", "QQQ", "SH", "SPXS", "SPY", "SQQQ", "SVIX", "SVOL", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VIXM", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,131 | 2026-10-11 | |
| Out-of-sample length | 653 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 96.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2002% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 75.45% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.47% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.70% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.61 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
