Composer · investment strategy
by Composer Technologies · via Composer
Buys big U.S. tech (VGT) on deep dips. When markets run hot, it shifts to hedges (VIXY plus defensive EUM/BTAL). In unclear/downtrends it parks in T‑bills or uses a mild short (PSQ). Driven by a short‑term 0–100 “heat” gauge (RSI) and 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.
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)
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 ()
100.0% 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 ()
5 of 20 funds in its are : EUM, PSQ, QLD, SH, TQQQ
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 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.
4 missing
The text the rules are quoted from, with where it came from.
Goal: own big U.S. tech (VGT) only when markets look washed‑out; otherwise stay hedged/safe.<br>It uses a short‑term “heat gauge” (RSI: 0–100; high=hot, low=cold) on major indexes/sectors.<br>- Very hot: blend VIXY (spikes when fear rises) with defensive EUM/BTAL.<br>- Very cold: buy VGT.<br>- In‑between: trend checks pick VGT, cash‑like T‑bills (BIL), or a mild short (PSQ). Rebalanced daily.
Buys big U.S. tech (VGT) on deep dips. When markets run hot, it shifts to hedges (VIXY plus defensive EUM/BTAL). In unclear/downtrends it parks in T‑bills or uses a mild short (PSQ). Driven by a short‑term 0–100 “heat” gauge (RSI) and trend filters.
A hedged, tech-focused strategy with low market beta (~0.68) and positive alpha. It buys on deep dips, hedges risks with volatility and anti-beta funds, and parks in cash when needed, offering diversification and steadier risk-adjusted upside vs. the S&P 500.
Holy VGT mod that can backtest to 2011. FNGU replaced with QLD, per Claude 3.5 Sonnet (New). Previously could only backtest to Feb 6, 2018. When comparing from Feb 6, 2018 to today, the QLD replacement makes zero difference. However, this gives us more confidence in the algorithm knowing that it can backtest to 2011 and still have good sharpe/calmar ratios.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.8M | 2026-10-19 | |
| Backtest regulatory fees | $20k | 2026-10-19 | |
| Backtest slippage cost | $167k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, defensive rotation, etfs, mean reversion, tactical allocation, tech-focused, trend following, volatility hedge | ||
| 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) | 0.94 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BTAL", "EUM", "IOO", "MGC", "PSQ", "QLD", "QQQ", "SCHX", "SH", "SOXX", "SPY", "TQQQ", "VGT", "VIXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-19 |
| Remixes (copies) | 44 | 2026-10-19 | |
| Watchers | 14 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,786 | 2026-10-19 | |
| Out-of-sample length | 489 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 54.37% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 68k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.13% | ||
| Return, trailing 1 day (out-of-sample) | 2.63% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 week (out-of-sample) | 2.62% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 32.38% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 27.17% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -5.98% | ||
| SPY annualized return over the backtest window (backtest) | 15.28% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.28 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Maximum drawdown, backtest period (backtest) | -23.88% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.88% | ||
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.74 | ||
| Sortino ratio, backtest period (backtest) | 3.93 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.34% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.16% |
| Annualized turnover, backtest period (backtest) | 43.79 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.60 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.86% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.44% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
