Composer · investment strategy
by Composer Technologies · via Composer
A bear‑market, crash‑catching system. It watches fear (VIXM) and short‑term “hot/cold” signals. When overheated, it hedges with UVXY; when washed out, it buys 2x/3x bounce plays; otherwise it toggles among QQQ, defensive staples, a mild short (PSQ), or cash‑like T‑bills (BIL).
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
9 of 13 funds in its are : PSQ, QLD, SOXL, SPXL, SSO, TECL, TQQQ, USD, 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.
First check fear (VIXM). If its 10‑day “heat” (RSI) is >70, treat it like crash mode. Then 3 mini‑bots (S&P 500, Nasdaq‑100, Semis) act: - If their leveraged cousin looks too hot (RSI>~80), buy UVXY (volatility spike hedge). - If too cold (RSI<~30), buy a 2x/3x bull ETF for a bounce. - Otherwise use TINA rules: If QQQ above its 20‑day average, either fade a >5.5% 10‑day surge with PSQ or own the stronger of QQQ/XLP. If below the average, buy TECL only if very oversold, else sit in BIL.
A bear‑market, crash‑catching system. It watches fear (VIXM) and short‑term “hot/cold” signals. When overheated, it hedges with UVXY; when washed out, it buys 2x/3x bounce plays; otherwise it toggles among QQQ, defensive staples, a mild short (PSQ), or cash‑like T‑bills (BIL).
Out-of-sample: 28.5% annualized return vs 20.9% for the S&P, with lower drawdown (18.28% vs 18.76%), lower beta, and a strong Calmar ratio. Higher risk-adjusted, bear-market capable growth versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.2M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $99k | 2026-10-11 |
| AI categories (Composer) | bear-market, leveraged etfs, mean-reversion, risk-on/risk-off, short-term swing, tactical, trend-following, volatility-hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 161 | 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) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QLD", "QQQ", "SOXL", "SPXL", "SSO", "TECL", "TQQQ", "USD", "UVXY", "VIXM", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 42 | 2026-10-11 | |
| Watchers | 29 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 968 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 22k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 162.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.96% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.61% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.50% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.28% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.56 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.12 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.58 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.05% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
