Composer · investment strategy
by Composer Technologies · via Composer
Fades stock‑market extremes using VIX ETFs and 3x semis/tech, while defaulting to leveraged Treasury ETFs (long or short) based on the bond trend (TLH). Uses RSI, a 0–100 “heat” gauge, to time entries. Very aggressive; expects big swings.
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%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
9 of 17 funds in its are : SOXL, SOXS, SQQQ, TECL, TMF, TMV, TYD, TYO, 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.
1) Bond regime: if 10–20yr Treasuries (TLH) are up over ~1yr, default to 3x long‑Treasury; if down, 3x short‑Treasury.<br>2) A short‑term bond vs 7–10yr Treasury check (BSV/BIL vs IEF) decides if we instead trade stocks/vol:<br>• If S&P 500 (SPY) is hot (RSI high), buy VIX ETFs.<br>• Else flip between 3x semis long/short.<br>• If SPY is very cold (RSI low), use SHY vs SPHB to pick long tech/semis or short.<br>RSI: 0–100 “heat” gauge; high=overbought, low=oversold.
Fades stock‑market extremes using VIX ETFs and 3x semis/tech, while defaulting to leveraged Treasury ETFs (long or short) based on the bond trend (TLH). Uses RSI, a 0–100 “heat” gauge, to time entries. Very aggressive; expects big swings.
Out-of-sample edge: ~39% annualized return vs ~21% for SPY, with deep max drawdowns (~73%). Calmar ~0.53. An aggressive, regime-driven strategy delivering potentially dramatic upside through volatility and levered bets—suitable for risk-tolerant investors.
Stripped from Original: V3.0.4 | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙♂️, comrade | AR: 15,044%, DD 23.4% - BT date 1DEC19
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.7B | 2026-10-11 | |
| Backtest regulatory fees | $30.8M | 2026-10-11 | |
| Backtest slippage cost | $295.7M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, regime-switching, rsi timing, semiconductors, tactical, tech, treasuries, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "IEF", "SHY", "SOXL", "SOXS", "SPHB", "SPY", "SQQQ", "TECL", "TLH", "TMF", "TMV", "TYD", "TYO", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 136 | 2026-10-11 | |
| Watchers | 42 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 978 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 147.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 77267k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 258.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.97% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -23.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -73.35% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -73.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 73.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 88.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 82.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.36 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.24% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
