Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, two-check “calm vs. stressed” strategy. In calm markets it leans into growth or a controlled short‑vol trade; in stress it buys only deep tech dips, otherwise parks in a diversified defensive basket.
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.
2 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%)
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% · 2026-10-11 ()
56.7% 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 ()
2 of 12 funds in its are : QLD, SVXY
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 Leveraged ETFs 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.
Your money is split between two checkers: one watches the VIX (fear gauge), one watches how choppy the S&P 500 is.<br>If markets look calm: it either goes aggressive (QLD) when bonds beat cash, or runs a volatility trade (mostly SVXY with some VIXM) when they don’t.<br>If markets look jumpy: it only buys a tech dip if it’s very oversold; otherwise it holds a defensive mix (SHY, SPY, BTAL, GLD, XLP).
A rules-based, two-check “calm vs. stressed” strategy. In calm markets it leans into growth or a controlled short‑vol trade; in stress it buys only deep tech dips, otherwise parks in a diversified defensive basket.
Long-term upside similar to SPY (~21.5% vs 21.6%), but regime‑aware positioning shifts between growth, volatility carry, and defense. Delivers strong risk‑adjusted returns (Calmar ~1.07) with disciplined risk controls to weather volatility while pursuing growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $414k | 2026-10-11 | |
| Backtest regulatory fees | $1,010 | 2026-10-11 | |
| Backtest slippage cost | $7,231 | 2026-10-11 |
| AI categories (Composer) | defensive mix, etf rotation, leveraged nasdaq tilt, tactical allocation, vix overlay, volatility regime filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 46 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "GLD", "QLD", "QQQ", "SHY", "SPY", "SVXY", "VIXM", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 864 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4044% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.16% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.13% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.83% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
