Composer · investment strategy
by Composer Technologies · via Composer
A fast, swing‑trading, regime‑switching strategy: buy volatility when markets look overheated, buy 3x tech/semis on sharp dips, and otherwise rotate into safer bond/dividend hedges. Very high risk due to leveraged and volatility ETFs.
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.
9 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.
16.5% of weight in (IVV: 3.0%)
5 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. : 89% · 2026-10-11 ()
64.3% 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 ()
32 of 73 funds in its are : CURE, ERX, EUO, FAS, HIBL, HIBS, MVV, QID, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TBF, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UGL, UPRO, USD, UVXY, 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.
It’s a fast “hot/cold” system. It watches short‑term signals that flag when markets look too hot (likely to cool) or too cold (ripe for a bounce).<br>- Too hot: buy UVXY (jumps when fear/volatility spikes).<br>- Too cold: buy bounce candidates in tech/semis via 3x funds (TECL, SOXL, TQQQ, SPXL).<br>- In between: rotate to safety (dividend stocks, Treasuries/T‑Bills) or hedges (gold, dollar, energy).
A fast, swing‑trading, regime‑switching strategy: buy volatility when markets look overheated, buy 3x tech/semis on sharp dips, and otherwise rotate into safer bond/dividend hedges. Very high risk due to leveraged and volatility ETFs.
Out-of-sample edge: ~66.8% annualized vs 21.7% S&P, Sharpe ~1.55, Calmar ~2.13, beta ~0.92. Higher upside with regime-switching tech/volatility bets; expect bigger swings (drawdowns ~31%) but stronger long-term odds.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $265.1M | 2026-10-11 | |
| Backtest regulatory fees | $719k | 2026-10-11 | |
| Backtest slippage cost | $6.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum + mean‑reversion, regime switching, tactical, tech/semis focus, volatility‑hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,370 | 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) | 0.22 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "DGRO", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "HIBL", "HIBS", "IEF", "IEI", "LQD", "MVV", "PUI", "QID", "QLD", "QQQ", "QQQE", "SCHD", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TBF", "TBX", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTIP", "VTV", "XLK", "XLP", "XLU", "XLY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 48 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,725 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 342.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2651k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 66.82% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 485.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.30% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 8.95 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.46% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
