Composer · investment strategy
by Composer Technologies · via Composer
A fast, risk-on/risk-off switch: it reads a growth-stock index to choose between Treasuries during storms, a volatility bet when markets look overheated, or a diversified, tech/healthcare/solar‑tilted stock basket in normal times.
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.
15 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. : 99% · 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 17 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 uses VOOG (Vanguard S&P 500 Growth ETF) as a 10‑day market thermometer. If VOOG’s volatility is very high, go 100% to TLT (long U.S. Treasuries). If not, but VOOG’s RSI—a 0–100 “speedometer” of buying vs. selling—is >79, buy UVXY (spikes when fear jumps). Otherwise, hold an equal mix of growth‑tilted stocks (NVDA, MSFT, AAPL, KLAC, LLY, etc.) plus the TAN solar ETF.
A fast, risk-on/risk-off switch: it reads a growth-stock index to choose between Treasuries during storms, a volatility bet when markets look overheated, or a diversified, tech/healthcare/solar‑tilted stock basket in normal times.
Out-of-sample, this strategy delivers ~31.1% annualized return vs ~20.6% for the S&P, with Calmar ~1.44 and Sharpe ~1.33. It hedges risk with TLT, UVXY, and a growth/AI-focused stock basket for upside and protection.
"Logic is overrated." -- Proteus
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $764k | 2026-10-11 | |
| Backtest regulatory fees | $346 | 2026-10-11 | |
| Backtest slippage cost | $2,879 | 2026-10-11 |
| AI categories (Composer) | equities and treasuries, momentum/rsi, multi-asset, risk-on/risk-off, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance corridor width | 99.90% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AZO", "FLNG", "KLAC", "KNSL", "LLY", "MNST", "MRNA", "MSFT", "NVDA", "SGML", "STLD", "TAN", "TLT", "ULTA", "UVXY", "VOOG" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,904 | 2026-10-11 | |
| Out-of-sample length | 830 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 77.48% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7545% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 144.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.44% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.25% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.19 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.46% | 2026-10-11 |
Collective2
Composer Technologies · Composer
