Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, volatility-aware plan: in calm times it reaches for growth (leveraged Nasdaq) or a controlled short‑vol mix; in rough times it either buys a dip in Nasdaq or shifts to a diversified, defensive 5‑ETF basket.
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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
56.7% 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 11 funds in its are : QLD, SVXY
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.
Step 1: Is the S&P 500 calm lately? If yes: if core bonds (BND) beat T‑bills (BIL) over ~3 months, buy QLD (2x Nasdaq‑100). If not, hold 55% SVXY (short volatility) + 45% VIXM (long volatility). If markets are jumpy: if the Nasdaq (QQQ) is very “oversold,” still buy QLD for a rebound; otherwise split evenly: SHY (short Treasuries), SPY (S&P 500), BTAL (defensive long/short), GLD (gold), XLP (consumer staples).
A rules-based, volatility-aware plan: in calm times it reaches for growth (leveraged Nasdaq) or a controlled short‑vol mix; in rough times it either buys a dip in Nasdaq or shifts to a diversified, defensive 5‑ETF basket.
Out-of-sample edge: 25.66% annualized return vs 21.61% for the S&P 500, aided by regime-switching and volatility hedges. Strong risk-adjusted profile (Calmar ~0.93) and diversification during turbulence.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $589k | 2026-10-11 | |
| Backtest regulatory fees | $1,316 | 2026-10-11 | |
| Backtest slippage cost | $9,356 | 2026-10-11 |
| AI categories (Composer) | defensive rotation, leveraged etfs, momentum filter, regime-switching, tactical allocation, vix/volatility etfs, volatility-aware | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 22 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.66 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "GLD", "QLD", "QQQ", "SHY", "SPY", "SVXY", "VIXM", "XLP" ] | 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) | 1.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 23 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 864 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5794% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 119.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.30% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.42% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
