Composer · investment strategy
by Composer Technologies · via Composer
Daily crash‑catcher for tech/semis. Uses a temperature gauge (RSI) and volatility to flip between 3x long, 3x short, cash‑like T‑Bills, or a bonds/volatility basket. Includes a Double‑Pop dip‑buy/overheat‑hedge. Very aggressive; expect big swings.
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 2026-07-31)
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 ()
29.4% 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 ()
10 of 20 funds in its are : SOXL, SOXS, SQQQ, SVXY, TECL, TECS, TMF, TMV, TQQQ, UVIX
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 watches market fear (VIXM). If fear spikes, it shifts to crash‑mode.<br>Then it checks QQQ and semiconductors (SMH) “temperature” (RSI = a quick score of how hot/cold recent moves are) over 10/20/30 days: hot → 3x inverse (SQQQ/SOXS), cold → 3x long (TQQQ/SOXL), in‑between → T‑Bills (BIL) or a bonds/volatility mix.<br>If no spike and stocks look firm, a Double‑Pop module buys 3x tech/semis after sharp drops, but hedges with VIX (UVIX) or inverse tech when rallies run hot. Bond checks (BND vs SPY; IEF vs TLT) guide when to prefer the bonds/vol basket. Rebalances daily.
Daily crash‑catcher for tech/semis. Uses a temperature gauge (RSI) and volatility to flip between 3x long, 3x short, cash‑like T‑Bills, or a bonds/volatility basket. Includes a Double‑Pop dip‑buy/overheat‑hedge. Very aggressive; expect big swings.
Out-of-sample edge: ~65% annualized return vs ~21% for the S&P, with Sharpe ~1.34 and Calmar ~1.42. Expect bigger drawdowns (~46%), but potential for rapid tech-led gains via leverage and volatility hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $177k | 2026-10-11 | |
| Backtest regulatory fees | $489 | 2026-10-11 | |
| Backtest slippage cost | $3,584 | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, market timing, mean-reversion, momentum, risk-on/risk-off, semiconductors, tactical, technology, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,064 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SHY", "SMH", "SOXL", "SOXS", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UUP", "UVIX", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 130 | 2026-10-11 | |
| Watchers | 58 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 957 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 89.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1672% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 65.15% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 573.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 69.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 69.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
