Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical system: hedge with VIX funds when markets run hot, buy 3× bull funds on deep dips, and otherwise rotate among tech (VGT), cash (BIL), short QQQ (PSQ), or volatility (VXX) based on trend and risk signals to temper drawdowns.
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 2026-10-19
: 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%)
No funds
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 ()
0.0% 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% · 2026-10-19 ()
7 of 21 funds in its are : PSQ, SH, SOXL, 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.
Each day it: - If markets/sectors look overheated (RSI: a speedometer of recent gains), buy volatility (VIXY/UVXY). - If they look washed out (RSI very low), buy 3× bull funds (SOXL/TECL/UPRO). - Otherwise follow trend: if TQQQ>20‑day and SPY>200‑day, hold VGT (big tech) unless a fresh vol spike, then PSQ (short QQQ). If trends are weak, hold BIL (cash‑like) or pick PSQ/VXX using bond‑vs‑bear momentum.
A daily tactical system: hedge with VIX funds when markets run hot, buy 3× bull funds on deep dips, and otherwise rotate among tech (VGT), cash (BIL), short QQQ (PSQ), or volatility (VXX) based on trend and risk signals to temper drawdowns.
Out-of-sample, this strategy delivers 21.35% annualized return versus 18.44% for the S&P, powered by dynamic volatility hedges and tech‑focused rotation. Higher upside with active risk controls—aware that drawdowns can reach ~38%.
Edits Holy Grail Revamped and replaces TQQQ with VGT. Also replaces SQQQ with VXX. Less returns, but less risk. Compare max DD improvements at 1 yr and 3 yrs!
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.1M | 2026-10-19 | |
| Backtest regulatory fees | $29k | 2026-10-19 | |
| Backtest slippage cost | $262k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, equities, mean reversion, tactical allocation, tech-heavy, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 82 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "IEF", "PSQ", "QQQ", "SH", "SOXL", "SOXX", "SPY", "TECL", "TQQQ", "UPRO", "UVXY", "VGT", "VIXY", "VOX", "VTV", "VXX", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.61 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 |
| Remixes (copies) | 88 | 2026-10-19 | |
| Watchers | 25 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,199 | 2026-10-19 | |
| Out-of-sample length | 509 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 127.54% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 131k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 47.27% | ||
| Return, trailing 1 day (out-of-sample) | 8.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 week (out-of-sample) | 3.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 48.36% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 34.19% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.53% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.67% | ||
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.32 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.56 | ||
| Maximum drawdown, backtest period (backtest) | -38.38% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.39% | ||
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Sortino ratio, backtest period (backtest) | 4.16 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 47.56% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.24% |
| Annualized turnover, backtest period (backtest) | 57.76 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.52 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.22% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
