Composer · investment strategy
by Composer Technologies · via Composer
Daily, 75% rotates into the weakest sector for a rebound or hedges with volatility when markets overheat; 25% runs tactical hedges in bonds, volatility, inverse equity, or cash to soften big drops. Uses some 2x–3x ETFs; high risk.
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.
8 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.
0.0% of weight in (IVV: 3.0%)
6 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. : 91% · 2026-10-19 ()
87.6% 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% · 2026-10-19 ()
18 of 39 funds in its are : CURE, DRN, DUSL, ERX, FAS, LTL, PSQ, SH, SVXY, TECL, TMF, TMV, TQQQ, UGE, UTSL, UVXY, UYM, WANT
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.
75%: If a sector looks overheated, it briefly buys volatility (UVXY). If a sector looks washed out (RSI < ~30), it buys that sector (sometimes a 2x–3x version) expecting a bounce. Otherwise it owns the strongest sector. 25%: A hedge sleeve flips among long/short Treasuries (TMF/TMV), volatility (VIXY/SVXY), inverse stock funds (PSQ/SH), or cash (SHV) using trend and stress signals. RSI = a 0–100 speed-of-moves gauge.
Daily, 75% rotates into the weakest sector for a rebound or hedges with volatility when markets overheat; 25% runs tactical hedges in bonds, volatility, inverse equity, or cash to soften big drops. Uses some 2x–3x ETFs; high risk.
Out-of-sample Sharpe: 2.17 vs SPY 1.43; Calmar 13.7; max drawdown 9.5% vs 3.38%; annualized return 129.9% vs 17.9%. A hedged sector-rotation strategy that captures rebounds but limits losses—stronger risk-adjusted upside than the S&P 500.
BisonQuant modified 75/30: andrew.thomas.taylor's Sector Rotator / DereckN's Hedge System
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.1M | 2026-10-19 | |
| Backtest regulatory fees | $19k | 2026-10-19 | |
| Backtest slippage cost | $158k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, hedged, inverse etfs, leveraged etfs, sector rotation, treasuries, trend following, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 456 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BSV", "BTAL", "CURE", "DRN", "DUSL", "ERX", "FAS", "LTL", "PSQ", "QQQ", "SH", "SHV", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGE", "UTSL", "UVXY", "UYM", "VIXM", "VIXY", "VTI", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XTL" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.12 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-19 |
| Remixes (copies) | 25 | 2026-10-19 | |
| Watchers | 20 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,750 | 2026-10-19 | |
| Out-of-sample length | 92 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 151.52% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 61k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 129.86% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.29% | ||
| Return, trailing 1 day (out-of-sample) | -5.06% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.37% | ||
| Return, trailing 1 week (out-of-sample) | -6.57% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 58.52% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -8.12% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 18.22% | ||
| SPY annualized return over the backtest window (backtest) | 15.88% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.50 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 13.72 | ||
| Maximum drawdown, backtest period (backtest) | -27.55% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.47% | ||
| Sharpe ratio, backtest period (backtest) | 2.23 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.17 | ||
| Sortino ratio, backtest period (backtest) | 4.17 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.62 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 45.85% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.88% |
| Annualized turnover, backtest period (backtest) | 85.60 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.91 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.23% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.09% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
