Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based swing strategy that rotates daily among leveraged tech, VIX hedges, Treasuries, gold, or short tech using a simple hot/cold gauge (RSI), trend filters, and bond‑vs‑stock cues to ride rallies and protect in stress.
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%)
1 fund (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. : 100% · 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 ()
7 of 17 funds in its are : HIBL, PSQ, SH, SQQQ, TECL, 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.
Each day it switches among: 3x tech funds (TQQQ/TECL) to ride uptrends, VIX funds (UVXY/VIXY) as crash insurance (VIX = fear index), short tech (PSQ/SQQQ), or safe havens (Treasuries SHY, gold GLD/IAU). It uses: a hot/cold meter (RSI: 0–100; >80 = too hot, <30 = washed out), simple trend checks (price vs 20‑ & 200‑day averages), and bonds‑vs‑stocks strength. Too hot → hedge; washed out → buy the dip; unclear → Treasuries or gold.
A fast, rules-based swing strategy that rotates daily among leveraged tech, VIX hedges, Treasuries, gold, or short tech using a simple hot/cold gauge (RSI), trend filters, and bond‑vs‑stock cues to ride rallies and protect in stress.
Out-of-sample, this regime-based swing strategy aims for far higher upside than the S&P, with ~65% annualized return and Calmar ~1.08. It rides tech rallies, hedges with VIX, and uses Treasuries/gold—accepts larger drawdowns in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.3M | 2026-10-11 | |
| Backtest regulatory fees | $17k | 2026-10-11 | |
| Backtest slippage cost | $153k | 2026-10-11 |
| AI categories (Composer) | gold, leveraged etfs, mean reversion, risk-on/off, tactical allocation, tech-focused, treasuries, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 208 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "GLD", "HIBL", "IAU", "IBTK", "PSQ", "QQQ", "SBND", "SH", "SHY", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,258 | 2026-10-11 | |
| Out-of-sample length | 571 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 315.56% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 123k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 65.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 213.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -13.51% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 140.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 140.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -11.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -60.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.16 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.52% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.22% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
