Composer · investment strategy
by Composer Technologies · via Composer
Rides leveraged Nasdaq in uptrends, but when stress hits it flips into VIX‑based hedges and a safe‑haven basket. Uses short‑term “hot/cold” readings, a 25‑day trend line, and bond/yield‑curve cues to choose between offense and defense.
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 ()
6 of 22 funds in its are : QLD, SVXY, TMF, 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.
Goal: ride tech booms, sidestep crashes. In calm/uptrends it owns a leveraged Nasdaq fund. If the market looks overheated or falls hard, it switches to crash‑hedges (funds tied to the VIX “fear” index) and a safety mix (gold, staples, strong dollar, short Treasuries, managed‑futures). After sharp dips it buys for a short‑term bounce; it also stays long while price is above a 25‑day average. Bond and yield‑curve signals choose offense vs defense.
Rides leveraged Nasdaq in uptrends, but when stress hits it flips into VIX‑based hedges and a safe‑haven basket. Uses short‑term “hot/cold” readings, a 25‑day trend line, and bond/yield‑curve cues to choose between offense and defense.
Same upside as the S&P (about 21% annualized) but with active regime switching: leverage Nasdaq in uptrends, then hedge with volatility plays and safe havens in stress. Offers diversified exposure and tech-led growth with adaptive risk control.
4/25/23 added Safety Town All Shared.-----(a) Handle huge volatility; (b) Mean reversion with 10D RSI (c) Momentum with 25D MA; (d) BondSignal with bond > stock and inverted yield curve.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $49k | 2026-10-11 | |
| Backtest regulatory fees | $179 | 2026-10-11 | |
| Backtest slippage cost | $1,270 | 2026-10-11 |
| AI categories (Composer) | bond/yield-curve signals, leveraged etfs, mean reversion, nasdaq-focused, safe havens, tactical, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,198 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 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[ "BND", "BOXX", "BTAL", "DBMF", "GLD", "IEF", "QLD", "QQQ", "SHV", "SHY", "SPY", "SVXY", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VXZ", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 293 | 2026-10-11 | |
| Watchers | 129 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 948 | 2026-10-11 | |
| Out-of-sample length | 695 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 392.02% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.09% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.76% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.80% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.19 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.19 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.58% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.46% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.11% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
