Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “risk-on/risk-off” playbook: hedge or go safe when markets look hot or fear is rising; buy leveraged tech on oversold dips; otherwise hold dividend or defensive assets. Uses short-term heat gauges and slower trend filters.
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.
10 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.
16.7% of weight in (IVV: 3.0%)
6 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. : 88% · 2026-10-11 ()
63.9% 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 36 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TBX, TECL, TECS, TMF, TMV, TQQQ, UGL, 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.
RSI = 0–100 heat meter; >80 overheated, <30 washed out. UVXY = fear hedge (spikes when VIX jumps). SVXY = gains when fear calms. TQQQ/TECL/SOXL/SPXL = fast tech/S&P funds. BIL=T‑Bills; TMF/TMV=long/short 20yr Treas.; SCHD/DGRO=dividends; DBC=commodities; UGL=2x gold; BTAL=defensive.<br>The rules: hedge or go safe when markets look hot or fear rising; buy fast tech funds on panicky dips; if nothing extreme, sit in dividends. Uses 1–10 day swings and ~6‑month trend checks.
A rules-based “risk-on/risk-off” playbook: hedge or go safe when markets look hot or fear is rising; buy leveraged tech on oversold dips; otherwise hold dividend or defensive assets. Uses short-term heat gauges and slower trend filters.
Out-of-sample edge: ~60% annualized return vs ~22% for SPY; Sharpe ~1.67; Calmar ~2.64; alpha ~0.32. Beta ~0.95. Higher upside with stronger risk-adjusted profile, though drawdowns may be larger in extreme markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $542.0M | 2026-10-11 | |
| Backtest regulatory fees | $1.2M | 2026-10-11 | |
| Backtest slippage cost | $11.1M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum & mean reversion, risk-on/risk-off, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,798 | 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) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "DGRO", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SCHD", "SOXL", "SPXL", "SPY", "SVXY", "TBX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UGL", "USDU", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 58 | 2026-10-11 | |
| Watchers | 38 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,100 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 142.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5420k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 399.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.10% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.19% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.08% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.01% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
