Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule‑driven tech‑timing strategy: buy VGT on market washouts, hedge with short funds when markets are overheated, and sit in T‑Bills in weak downtrends. Uses RSI extremes and a 100‑day trend filter; backtested since 2008.
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.
“or T‑Bills (SHV)”
“it shifts into short funds (SH=short S&P, PSQ=short Nasdaq, EUM=short EM)”
“Rebalances daily.”
“If many indexes/sectors look very hot, it shifts into short funds (SH=short S&P, PSQ=short Nasdaq, EUM=short EM)”
“it uses SPY’s 100‑day trend and a bond‑vs‑inverse check to choose VGT, PSQ, or T‑Bills (SHV)”
“If things look washed‑out, it buys VGT.”
“sized by recent calmness”
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%)
1 fund (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-19 ()
3 of 17 funds in its are : EUM, PSQ, SH
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
2 missing
The text the rules are quoted from, with where it came from.
Goal: own VGT (Vanguard Tech) when odds look good; hedge or go to cash otherwise. It watches a 0–100 “heat” gauge (RSI: high=hot/overbought, low=cold/oversold) and trends.<br>- If many indexes/sectors look very hot, it shifts into short funds (SH=short S&P, PSQ=short Nasdaq, EUM=short EM), sized by recent calmness.<br>- If things look washed‑out, it buys VGT.<br>- If in‑between, it uses SPY’s 100‑day trend and a bond‑vs‑inverse check to choose VGT, PSQ, or T‑Bills (SHV). Rebalances daily.
A daily, rule‑driven tech‑timing strategy: buy VGT on market washouts, hedge with short funds when markets are overheated, and sit in T‑Bills in weak downtrends. Uses RSI extremes and a 100‑day trend filter; backtested since 2008.
Out-of-sample: ~17.74% annualized return vs S&P ~17.68%, max drawdown near 20%, Calmar ~0.89. A daily, rule-based tech-timing strategy with hedges that captures tech upside while aiming to reduce downside risk.
A modified version of Holy VGT that will backtest to 2008.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.1M | 2026-10-19 | |
| Backtest regulatory fees | $7,357 | 2026-10-19 | |
| Backtest slippage cost | $59k | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, hedged, inverse etfs, mean reversion, tactical asset allocation, tech-focused, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 231 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "EUM", "IOO", "IVV", "MGC", "PSQ", "QQQ", "SH", "SHV", "SOXX", "SPY", "VGT", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-19 |
| Remixes (copies) | 36 | 2026-10-19 | |
| Watchers | 14 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,723 | 2026-10-19 | |
| Out-of-sample length | 494 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 33.08% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 21k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.29% | ||
| Return, trailing 1 day (out-of-sample) | 1.40% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 week (out-of-sample) | 2.69% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.66% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 24.49% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.21% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -5.98% | ||
| SPY annualized return over the backtest window (backtest) | 11.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.63 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Maximum drawdown, backtest period (backtest) | -20.29% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.00% | ||
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Sortino ratio, backtest period (backtest) | 2.62 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 18.61% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.75% |
| Annualized turnover, backtest period (backtest) | 46.43 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.29 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.91% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.29% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
