Composer · investment strategy
by Composer Technologies · via Composer
Weekly S&P 500 timing using a volatility gauge (VXX) and a 0–100 momentum meter (RSI). Rotates into 3x bull (SPXL), 3x bear (SPXS), or Treasuries (TLT). Buys only very oversold dips, otherwise fades spikes. Leveraged ETFs: high risk.
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.
3.4% 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. : 98% · 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 ()
2 of 5 funds in its are : SPXL, SPXS
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.
Weekly it holds one of: SPXL (3x up S&P 500), SPXS (3x down S&P 500), or TLT (long‑term US Treasuries). First it checks VXX, a volatility “fear” gauge. If its short‑term RSI—a 0–100 heat meter—is hot (≥65), use SPXS; if very cool (≤31), use SPXL. Else it checks SPY: after a 5‑day drop >3%, usually short rebounds (SPXS) unless deeply oversold (then SPXL). If no drop: overbought → SPXS; high chop → TLT; else → SPXL.
Weekly S&P 500 timing using a volatility gauge (VXX) and a 0–100 momentum meter (RSI). Rotates into 3x bull (SPXL), 3x bear (SPXS), or Treasuries (TLT). Buys only very oversold dips, otherwise fades spikes. Leveraged ETFs: high risk.
Out-of-sample annualized return ~35% vs SPY ~21.6%, with Sharpe ~0.90 and Calmar ~0.77. Uses a volatility gauge plus momentum/mean-reversion signals and 3x leveraged exposure with a TLT hedge—boosting upside while managing risk, though drawdowns can run ~45%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $116k | 2026-10-11 | |
| Backtest regulatory fees | $162 | 2026-10-11 | |
| Backtest slippage cost | $1,382 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, momentum, s&p 500, tactical allocation, treasuries, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPXL", "SPXS", "SPY", "TLT", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,188 | 2026-10-11 | |
| Out-of-sample length | 993 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1058% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 229.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -3.90% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -3.90% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -64.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.19 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
