Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy that buys volatility hedges when stocks look overheated, buys leveraged tech on big dips, and otherwise rides the strongest trends. Falls back to T‑bills/bonds/gold/KMLM when risk rises. 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.
11 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.
0.0% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · not identified: BOND 5%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 74% · 2026-10-19 ()
63.8% 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 ()
61 of 118 funds in its are : CURE, DRN, DRV, DXD, EDC, EDZ, EFO, ERX, EUO, FAS, FAZ, FNGD, FNGU, GLL, HIBL, LABD, LABU, MVV, NAIL, OILD, PSQ, QID, QLD, RETL, ROM, SARK, SDOW, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SSO, SVIX, SVXY, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UDN, UDOW, UGE, UGL, UPRO, URTY, USD, UVIX, UVXY, UWM, UYG, YCS
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.
Each day it asks: is the market overheated (RSI, a 0–100 “heat” gauge; >~80 = too hot)? If yes, it buys fear hedges (UVXY/VIXY, funds tied to the VIX that jump when fear spikes) or parks in T‑bills (BIL/SHV). If washed‑out (RSI <~30), it buys 3× tech/semis (TQQQ, TECL, SOXL). Otherwise it follows the trend (200‑day average) and holds strong ETFs; if stocks falter, it shifts to bonds (TMF/TMV), gold, or KMLM (a managed‑futures diversifier).
A fast, tactical strategy that buys volatility hedges when stocks look overheated, buys leveraged tech on big dips, and otherwise rides the strongest trends. Falls back to T‑bills/bonds/gold/KMLM when risk rises. Very high risk.
Out-of-sample: ~35% annualized return with Calmar ~2.86, vs S&P ~22% and smaller drawdowns. A volatility-hedged, trend-following strategy targets higher risk-adjusted upside, with protection in spikes—though larger drawdowns can occur in stress.
Every. Day. We go up.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14k | 2026-10-19 | |
| Backtest regulatory fees | $35 | 2026-10-19 | |
| Backtest slippage cost | $217 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, multi-asset, risk-on/off, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4,423 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AMD", "BIL", "BND", "BOND", "BSV", "BTAL", "CORP", "CURE", "DBC", "DRN", "DRV", "DXD", "EDC", "EDZ", "EEM", "EFA", "EFO", "ENPH", "EPI", "ERX", "EUO", "EWZ", "FAS", "FAZ", "FNGD", "FNGU", "GLD", "GLL", "HIBL", "IEF", "IEI", "IGIB", "IOO", "IWM", "KMLM", "LABD", "LABU", "MVV", "NAIL", "NVDA", "OILD", "PDBC", "PSQ", "PUI", "QID", "QLD", "QQQ", "QQQE", "RETL", "ROM", "SAA", "SARK", "SCHZ", "SDOW", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SSO", "STIP", "STPZ", "SVIX", "SVXY", "TARK", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UDN", "UDOW", "UGE", "UGL", "UPRO", "URTY", "USD", "USMV", "UUP", "UVIX", "UVXY", "UWM", "UYG", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTV", "VXX", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 |
| Remixes (copies) | 19 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 360 | 2026-10-19 | |
| Out-of-sample length | 332 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 28.09% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 42.56% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 47.97% | ||
| Return, trailing 1 day (out-of-sample) | -1.14% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.45% | ||
| Return, trailing 1 week (out-of-sample) | -5.85% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 18.17% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 32.75% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.48% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 16.79% | ||
| SPY annualized return over the backtest window (backtest) | 21.89% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.28 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.86 | ||
| Maximum drawdown, backtest period (backtest) | -12.31% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.31% | ||
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | ||
| Sortino ratio, backtest period (backtest) | 1.90 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 23.97% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.58% |
| Annualized turnover, backtest period (backtest) | 58.50 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.97 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.89% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.82% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
