Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑octane switcher: when “fear” (VIXM) outmuscles “calm” (SVXY), it holds BTAL and short‑term defensive winners; when calm wins, it rotates into the 2 strongest leveraged stock ETFs. Very high risk, fast‑turnover.
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.
1.9% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
13 of 19 funds in its are : CURE, DFEN, ERX, GUSH, QLD, SCO, SSG, SSO, SVXY, TQQQ, UDOW, UPRO, UTSL
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 first measures whether fear is rising or falling by comparing momentum (RSI = a 0–100 score of recent up vs down days) of VIXM (rises when market fear persists) to SVXY (benefits when fear fades).<br>If fear > calm: go defensive—hold BTAL (anti‑beta hedge) plus 3 short‑term winners from staples/health/defense/energy lists, or a BTAL/SSO/QLD hedge mix.<br>If calm > fear: go aggressive—split between the 2 strongest 3x equity ETFs (UPRO/TQQQ/UDOW/GUSH). Rebalanced daily.
A daily, high‑octane switcher: when “fear” (VIXM) outmuscles “calm” (SVXY), it holds BTAL and short‑term defensive winners; when calm wins, it rotates into the 2 strongest leveraged stock ETFs. Very high risk, fast‑turnover.
Out-of-sample, this strategy targets regime-driven upside: ~47% annualized vs ~22% for the S&P, with a Calmar near 2.0. It hedges in fear and uses leverage in calm markets—delivering higher upside with disciplined risk control.
Created August 4th, 2024 BT = May 10st 2017 AR At Creation = 84.4% Sharpe at Creation = 1.69 MDD at Creation = 27.8% Std. Dev. At Creation = 41.4%
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.8M | 2026-10-11 | |
| Backtest regulatory fees | $8,751 | 2026-10-11 | |
| Backtest slippage cost | $67k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etf rotation, momentum, risk-on/risk-off, sector/commodity tilts, volatility regime switching | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 39 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.54 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "COST", "CURE", "DFEN", "ERX", "GUSH", "QLD", "SCO", "SSG", "SSO", "SVXY", "TQQQ", "UDOW", "UNH", "UPRO", "UTSL", "VIXM", "WMT", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,367 | 2026-10-11 | |
| Out-of-sample length | 547 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 82.42% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 28k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 132.06% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.92% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 81.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 81.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.09% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 64.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.29% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
