Composer · investment strategy
by Composer Technologies · via Composer
A two-part strategy: a volatility-based dial that moves from leveraged tech/healthcare in calm markets to SPY and Treasuries in turmoil, plus a small contrarian picker that buys the most “oversold” fund when volatility is low. Rebalanced daily.
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.
4 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%)
3 funds (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. : 98% · 2026-10-11 ()
49.6% 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 6 funds in its are : CURE, TECL, UPRO
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 Macro signals 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 splits the portfolio in two. 1) A “volatility dial” checks how bumpy the S&P 500 has been over ~1 month. If very calm, it buys 3x tech and 3x healthcare; as markets get choppier it steps down to SPY, then mixes in TLT, and in turmoil holds more TLT. 2) When volatility is low, it makes 1–2 short-term “buy the dip” bets in the single most beaten‑down of UPRO, TECL, or SHY (by RSI, a 0–100 stretch score). Otherwise it parks in SHY.
A two-part strategy: a volatility-based dial that moves from leveraged tech/healthcare in calm markets to SPY and Treasuries in turmoil, plus a small contrarian picker that buys the most “oversold” fund when volatility is low. Rebalanced daily.
A volatility-driven strategy blending leveraged tech/health exposure with bonds, tuned by market regime. Out-of-sample annualized return ~33.4% vs SPY ~22%, with ~0.94 Sharpe and Calmar ~0.77 over 1,322 days. Accept higher drawdowns (~43.6% vs 18.8%) for stronger upside and diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-11 | |
| Backtest regulatory fees | $2,370 | 2026-10-11 | |
| Backtest slippage cost | $18k | 2026-10-11 |
| AI categories (Composer) | bonds vs equities, daily rebalancing, leveraged etfs, regime switching, rsi contrarian, sector rotation, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 39 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "CURE", "SHY", "SPY", "TECL", "TLT", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.14 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,852 | 2026-10-11 | |
| Out-of-sample length | 908 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 14k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.44% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 183.12% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.61% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
