Composer · investment strategy
by Composer Technologies · via Composer
Mostly U.S. stocks with a volatility off‑switch. When calm, it holds VTI plus some 2x S&P; in volatility spikes it moves to T‑bills. A small sleeve flips between Berkshire and 2x Bitcoin on crypto dips, plus a steady growth ETF.
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.
5 positions as of 2026-10-19
: 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.
3.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
45.1% 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% · 2026-10-19 ()
2 of 8 funds in its are : BITX, SPUU
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 Capital preservation 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.
Uses a simple “heat” gauge (10‑day RSI, 0–100).<br>90%: If VIXY (volatility ETF) heat <73, hold VTI (total U.S. stocks) + SPUU (2x S&P 500). If ≥73, park that 90% in BIL (T‑bills).<br>5%: If BITO (Bitcoin futures) heat >27, hold BRK.B (Berkshire); else BITX (2x Bitcoin) for dip‑buys.<br>5%: Always VUG (U.S. growth).
Mostly U.S. stocks with a volatility off‑switch. When calm, it holds VTI plus some 2x S&P; in volatility spikes it moves to T‑bills. A small sleeve flips between Berkshire and 2x Bitcoin on crypto dips, plus a steady growth ETF.
Out-of-sample shows ~21% annualized return vs ~19% for the S&P, with a solid ~1.07 Sharpe. A volatility filter keeps you invested in favorable markets and shifts to safer assets during spikes, aiming for higher growth with built-in risk controls.
Checks VTI for stability, then hedges if VIX is too volatile. Backtested back until 5/5/2015 without the BTC logic.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20k | 2026-10-19 | |
| Backtest regulatory fees | $30 | 2026-10-19 | |
| Backtest slippage cost | $59 | 2026-10-19 |
| AI categories (Composer) | crypto tilt, leveraged equity, risk-on/risk-off, t-bills, tactical allocation, u.s. stocks, volatility filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 12 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BITO", "BITX", "BRK/B", "SPUU", "VIXY", "VTI", "VUG" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 831 | 2026-10-19 | |
| Out-of-sample length | 659 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 23.67% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 101.64% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.99% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.95% | ||
| Return, trailing 1 day (out-of-sample) | -1.55% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.10% | ||
| Return, trailing 1 week (out-of-sample) | -2.14% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.10% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.27% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.60% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.75% | ||
| SPY annualized return over the backtest window (backtest) | 20.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Maximum drawdown, backtest period (backtest) | -25.70% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.69% | ||
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Sortino ratio, backtest period (backtest) | 1.73 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.02% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.58% |
| Annualized turnover, backtest period (backtest) | 5.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.77 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.11% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.63% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
