Composer · investment strategy
by Composer Technologies · via Composer
A daily, volatility-aware ETF rotation. It first hedges extremes (UVXY or short/bonds), then uses trend and mean‑reversion to switch among US stocks (SPY/QQQ, sometimes 2×), Treasuries (SHY/BSV/TLT), the US dollar (UUP), or defensive/inverse (XLP/QID).
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.
1 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 ()
0.0% 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 : PSQ, QID, QLD, SSO, 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.
Signals: RSI (0–100 “heat”; 80+ too hot, 30- too cold) and 50/200‑day moving averages (trend). Daily: 1) If S&P or Nasdaq too hot (RSI≥80) → hedge with UVXY (volatility). 2) Else if UVXY is hot (RSI>70) → go to PSQ (short Nasdaq) or BSV (short‑term bonds), whichever is more washed out. 3) Else trend filter: - Above 200‑day → buy the most oversold of SPY/QQQ or 2× (SSO/QLD), or SHY. - Below → pick TLT or UUP via bond trend; in deep weakness: QLD for bounce if oversold, else split QID + XLP.
A daily, volatility-aware ETF rotation. It first hedges extremes (UVXY or short/bonds), then uses trend and mean‑reversion to switch among US stocks (SPY/QQQ, sometimes 2×), Treasuries (SHY/BSV/TLT), the US dollar (UUP), or defensive/inverse (XLP/QID).
Out-of-sample, this strategy delivers 25.4% annualized return versus 22.3% for the S&P, with volatility-aware hedging and regime-switching that navigates spikes and downturns. Higher upside and diversified risk; Calmar ~0.93; Sharpe trails SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.5M | 2026-10-11 | |
| Backtest regulatory fees | $43k | 2026-10-11 | |
| Backtest slippage cost | $388k | 2026-10-11 |
| AI categories (Composer) | bonds/usd defensives, daily rebalance, inverse etfs, tactical etf rotation, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 56 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "PSQ", "QID", "QLD", "QQQ", "SHY", "SPY", "SSO", "TLT", "UUP", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,013 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 61.19% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 125k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 148.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -1.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -1.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 50.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.02 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
