Composer · investment strategy
by Composer Technologies · via Composer
A rules-based switch: when major US stock indexes look very hot, it hedges with VIX funds; when very cold, it takes a rebound bet (leveraged tech/S&P or short‑vol); otherwise it stays in short‑term Treasuries/bonds. Tech/growth‑tilted signals.
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 2026-06-30)
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 ()
0.0% 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 ()
4 of 12 funds in its are : SPXL, SVIX, TECL, 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.
It uses a 10‑day RSI (a 0–100 “heat” score: high=very hot, low=very cold) on big US stock gauges: QQQ (Nasdaq‑100, big tech), XLK (tech sector), VOOG (S&P 500 growth), SPY (S&P 500). If very hot, it buys VIX funds (UVXY/VIXM) as a hedge. If very cold, it buys rebound plays (TECL/SPXL) or short‑vol (SVIX). Otherwise it parks in BIL/BSV (short‑term Treasuries/bonds).
A rules-based switch: when major US stock indexes look very hot, it hedges with VIX funds; when very cold, it takes a rebound bet (leveraged tech/S&P or short‑vol); otherwise it stays in short‑term Treasuries/bonds. Tech/growth‑tilted signals.
Out-of-sample edge: 34.6% annualized vs S&P 18.4%, Calmar 1.47, Sharpe ~1.01. An adaptive RSI-driven strategy hedging hot markets and seizing rebounds in cold markets—higher upside with controlled drawdowns vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38k | 2026-10-11 | |
| Backtest regulatory fees | $50 | 2026-10-11 | |
| Backtest slippage cost | $382 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, rsi-based signals, t-bills/bonds, tactical allocation, tech/growth tilt, us equities, volatility etps | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 76 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "QQQ", "SPXL", "SPY", "SVIX", "TECL", "UVXY", "VIXM", "VIXY", "VOOG", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 582 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 280.43% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 45.76% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.25% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.82% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 73.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 76.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
