Composer · investment strategy
by Composer Technologies · via Composer
A weekly offense/defense strategy: rides big tech in uptrends, buys oversold bounces in downtrends, and otherwise parks in short-term bonds or uses inverse/VIX hedges to limit damage when markets look overheated or fragile.
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 2026-10-19
: 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.
0.7% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 92% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 12 funds in its are : PSQ, QLD, SH, SPXL, TQQQ
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.
Weekly, rules-based, two-sleeve approach.<br>Offense: If the market’s long-term trend is up, it rides a big‑tech index fund unless it looks overheated, then it briefly hedges. If trend is weak, it buys sharp dips; otherwise it holds hedges/cash-like bonds.<br>Defense: Sits in short‑term bonds most of the time and only adds a VIX‑linked hedge when euphoria or fear gets extreme. Signals use moving averages and RSI (a 0–100 “heat” gauge).
A weekly offense/defense strategy: rides big tech in uptrends, buys oversold bounces in downtrends, and otherwise parks in short-term bonds or uses inverse/VIX hedges to limit damage when markets look overheated or fragile.
Out-of-sample, this strategy beats the S&P: 35.5% annualized return vs 26.2%, Sharpe 2.19 vs 1.95, Calmar 3.48. Tech-led upside with defense hedges and weekly rebalancing delivers stronger, risk-adjusted gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $36k | 2026-10-19 | |
| Backtest regulatory fees | $69 | 2026-10-19 | |
| Backtest slippage cost | $503 | 2026-10-19 |
| AI categories (Composer) | bonds, inverse etfs, leveraged etfs, mean reversion, multi-asset, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 62 | 2026-10-19 | |
| Rebalance frequency | weekly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.49 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ARTY", "BIL", "BSV", "PSQ", "QLD", "QQQ", "SH", "SHY", "SPXL", "SPY", "TQQQ", "VIXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 16 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,082 | 2026-10-19 | |
| Out-of-sample length | 367 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 16.75% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 259.60% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.75% | ||
| Return, trailing 1 day (out-of-sample) | -1.19% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.70% | ||
| Return, trailing 1 week (out-of-sample) | -1.76% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.78% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 32.97% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.74% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.87% | ||
| SPY annualized return over the backtest window (backtest) | 14.90% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.48 | ||
| Maximum drawdown, backtest period (backtest) | -23.76% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.20% | ||
| Sharpe ratio, backtest period (backtest) | 1.10 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.19 | ||
| Sortino ratio, backtest period (backtest) | 1.60 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.08 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.14% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.36% |
| Annualized turnover, backtest period (backtest) | 15.60 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.38 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.82% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.95% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
