Composer · investment strategy
by Composer Technologies · via Composer
Buys a volatility spike hedge when a fast‑moving tech fund looks overheated; otherwise holds a defensive market‑neutral fund plus the least jumpy of short‑vol or long/short long‑term Treasuries.
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.
3 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.
0.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 50% · 2026-10-11 ()
50.0% 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 6 funds in its are : SVXY, TMF, TMV, TQQQ, 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 watches a very jumpy tech fund (TQQQ). If a 0–100 “heat” score of recent moves (RSI) is above 80, it treats markets as too hot and buys a shock absorber (UVXY) that jumps when fear spikes.<br>Otherwise it splits: half in BTAL (market‑neutral: long steadier, short jumpier stocks) and half in the calmest over the last week among SVXY (short volatility), TMF (long bonds), or TMV (short bonds).
Buys a volatility spike hedge when a fast‑moving tech fund looks overheated; otherwise holds a defensive market‑neutral fund plus the least jumpy of short‑vol or long/short long‑term Treasuries.
Near-S&P returns (22.6% vs 23.1%), with negative beta (-0.15) and volatility hedges. A true diversification tool that adds non-correlation to the market and can help cushion a growth portfolio in turbulent times.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $508k | 2026-10-11 | |
| Backtest regulatory fees | $1,841 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | alternatives, leveraged etfs, market-neutral factor, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 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) | 0.54 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "SVXY", "TMF", "TMV", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.15 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,770 | 2026-10-11 | |
| Out-of-sample length | 896 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4984% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 106.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.42% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.16% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.77 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.26% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.79% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
