Composer · investment strategy
by Composer Technologies · via Composer
Blends two calm/turbulence checks with a Nasdaq “heat” gauge. In calm regimes it goes risk‑on (2× Nasdaq) or runs a hedged short‑vol carry; in stress it hedges or holds a defensive basket. The two checks are averaged 50/50.
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 ()
56.6% 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 ()
3 of 13 funds in its are : QLD, SVXY, 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 runs two similar rule-sets and splits money 50/50. It checks: (1) how “hot/cold” Nasdaq is (RSI = a speedometer of recent moves: high=overheated, low=washed‑out) and (2) how calm markets are (recent volatility). If calm and bonds beat T‑bills, it buys 2× Nasdaq. If overheated, it hedges with volatility funds. If not calm and not washed‑out, it holds a defensive mix (Treasuries, S&P 500, staples, gold, anti‑beta).
Blends two calm/turbulence checks with a Nasdaq “heat” gauge. In calm regimes it goes risk‑on (2× Nasdaq) or runs a hedged short‑vol carry; in stress it hedges or holds a defensive basket. The two checks are averaged 50/50.
Out-of-sample strategy delivers higher risk-adjusted upside vs S&P 500: 22.7% annualized return vs 21.6%, lower drawdown (17.7% vs 18.8%), and Calmar ~1.28, with regime-hedging that adds resilience in volatility and preserves upside in calm markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3M | 2026-10-11 | |
| Backtest regulatory fees | $5,754 | 2026-10-11 | |
| Backtest slippage cost | $44k | 2026-10-11 |
| AI categories (Composer) | defensive rotation, leveraged etfs, mean-reversion, momentum, regime-switching, vix hedging, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 58 | 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) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "GLD", "QLD", "QQQ", "SHY", "SPY", "SVXY", "UVXY", "VIXM", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 15 | 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) | 43.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 23k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 101.85% | 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) | 2.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.13% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
