Composer · investment strategy
by Composer Technologies · via Composer
A volatility‑aware, regime‑switching strategy: hide in T‑bills when fear spikes; otherwise ride growth (levered tech/health care, short volatility) when calm, or hold hedged pairs across stocks, bonds, commodities, gold, and the US dollar.
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.
4 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.
0.1% 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. : 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 ()
5 of 12 funds in its are : CURE, SVXY, TMF, TMV, TQQQ
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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) Panic switch: if a 10‑day “heat gauge” of the VIX (VIXM) > 70, go to BIL (T‑bills, cash‑like).<br>2) Else, if SVXY (short VIX) rose over 5 days, own a volatility‑sized mix of TQQQ (3x Nasdaq tech), CURE (3x Health Care), SVXY.<br>3) Else, pick two ETFs by whoever led over 6 months among SPY (stocks), TLT (long Treasuries), DBC (commodities), UUP (US dollar), then size by stability (GLD/TMF/TMV/TQQQ/DBC/UUP combos).
A volatility‑aware, regime‑switching strategy: hide in T‑bills when fear spikes; otherwise ride growth (levered tech/health care, short volatility) when calm, or hold hedged pairs across stocks, bonds, commodities, gold, and the US dollar.
Out-of-sample, this strategy aims to outperform the S&P by combining crisis protection with growth exposure. It targets ~21.8% annualized return vs ~21.3% for the S&P, with ~34.7% max drawdown (vs ~18.8%), Calmar ~0.63 over 1,350 days.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.1M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $85k | 2026-10-11 |
| AI categories (Composer) | commodities, gold, leveraged tech/healthcare, long/short treasuries, t-bills, us dollar, volatility-timed multi-asset | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 97 | 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) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "DBC", "GLD", "SPY", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UUP", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 927 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.19% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 21k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 106.68% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.09% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.23% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 53.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.48% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.66% | 2026-10-11 |
Collective2
Composer Technologies · Composer
