Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical: buy VGT (US tech) after big selloffs; otherwise hedge when markets run hot using inverse funds (SH, PSQ, EUM) or cash‑like SHV. Decisions are driven by RSI “heat,” trend filters, and bond strength (AGG).
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 2026-10-11
: 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.
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% · 2026-10-11 ()
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% · 2026-10-11 ()
3 of 17 funds in its are : EUM, PSQ, SH
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 Fixed income 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 mainly tries to own VGT (US tech) after sharp drops. It watches “heat” (RSI: 0–100; high=hot, low=washed out) on tech/market funds: SOXX (semis), QQQ (Nasdaq‑100), SPY (S&P 500). If very low, it buys VGT. If very high, it hides in hedges: SH (short S&P 500) and EUM (short emerging markets) mixed to soften swings, or PSQ (short Nasdaq) or cash‑like SHV. A trend check (price vs average) and bond strength (AGG) also steer risk‑on/off.
Daily, tactical: buy VGT (US tech) after big selloffs; otherwise hedge when markets run hot using inverse funds (SH, PSQ, EUM) or cash‑like SHV. Decisions are driven by RSI “heat,” trend filters, and bond strength (AGG).
Out-of-sample: annualized return 44.4% vs SPY 17.8%, Sharpe 1.76 vs 1.07, max drawdown 15.0% vs 18.8%, Calmar 2.96. Higher upside with lower risk and built-in hedges—risk-adjusted tech exposure outperforms the S&P 500 over 711 days.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.4M | 2026-10-11 | |
| Backtest regulatory fees | $16k | 2026-10-11 | |
| Backtest slippage cost | $135k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etfs, mean-reversion tech focus, risk-hedged, tactical allocation, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 285 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.93 | 2026-10-11 | |
| 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" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,710 | 2026-10-11 | |
| Out-of-sample length | 486 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 63k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.50% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.98% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.94% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.26% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
