Composer · investment strategy
by Composer Technologies · via Composer
Mostly holds the S&P 500 (VOO). In extreme volatility it switches to long‑term Treasuries (TLT). If growth stocks look unusually “hot,” it briefly bets on a pullback via UVXY. Signals come from VOOG’s last 10 days.
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.
3.0% of weight in (IVV: 3.0%)
1 fund (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% · 2026-10-11 ()
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 ()
1 of 4 funds in its are : 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 Fixed income 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 VOOG (a fund of big U.S. growth stocks) as a market thermometer.<br>• If VOOG’s last 10 days were extremely choppy (very large day‑to‑day swings), it moves to TLT (long‑term U.S. Treasuries) for safety.<br>• Otherwise, if VOOG’s 10‑day RSI—a “heat” gauge of how quickly it’s been rising—reads very hot, it buys UVXY (a fund that jumps when stocks plunge).<br>• Otherwise, it holds VOO (the S&P 500).
Mostly holds the S&P 500 (VOO). In extreme volatility it switches to long‑term Treasuries (TLT). If growth stocks look unusually “hot,” it briefly bets on a pullback via UVXY. Signals come from VOOG’s last 10 days.
Out-of-sample edge: annualized return ~24.5% vs SPY ~22.2%, Sharpe ~1.44 (vs 1.43), beta ~0.92, max drawdown ~18.69% (vs SPY 18.76%), Calmar ~1.31. More upside with modest market sensitivity and better risk control.
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 | $940 | 2026-10-11 | |
| Backtest slippage cost | $8,554 | 2026-10-11 |
| AI categories (Composer) | crash hedge, momentum (rsi), regime switching, tactical etf rotation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 13 | 2026-10-11 | |
| Rebalance corridor width | 99.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "TLT", "UVXY", "VOO", "VOOG" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 858 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 39.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 111.09% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.16% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.12% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
