Composer · investment strategy
by Composer Technologies · via Composer
One‑position, rules‑based swing strategy: hedge with VIX when markets look overheated, buy 3x bulls on deep dips, otherwise use a 200‑day trend and a bonds‑vs‑stress check to choose between long/short tech or Treasuries.
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. : 100% · 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 ()
8 of 19 funds in its are : PSQ, SH, SOXL, SQQQ, TECL, 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 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.
All‑in to one ETF using RSI (0–100 “hot/cold” gauge) and a 200‑day trend. 1) If market/sectors are very hot (10‑day RSI > ~80): buy VIX ETFs (UVXY/VIXY). 2) If very cold (RSI < 30): buy 3x bulls (SOXL, TECL, or UPRO). 3) Otherwise: if SPY is above trend, choose TQQQ unless a bonds‑vs‑short stress check flips to PSQ; if below, pick the stronger of SQQQ or TLT. VIX=“fear”; PSQ/SQQQ=short QQQ; TLT=long Treasuries.
One‑position, rules‑based swing strategy: hedge with VIX when markets look overheated, buy 3x bulls on deep dips, otherwise use a 200‑day trend and a bonds‑vs‑stress check to choose between long/short tech or Treasuries.
Out-of-sample edge: ~55.3% annualized return vs SPY ~17.9%, Calmar ~0.95. A single-position, regime-driven strategy using VIX hedges and 3x bulls on dips delivers big upside with disciplined risk vs the S&P 500 (58% max drawdown vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $77.6B | 2026-10-11 | |
| Backtest regulatory fees | $133.7M | 2026-10-11 | |
| Backtest slippage cost | $1.3B | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, momentum & mean‑reversion, tactical allocation, tech‑heavy, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 56 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "PSQ", "QQQ", "SH", "SOXL", "SOXX", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 188.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 775506k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 165.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
