Composer · investment strategy
by Composer Technologies · via Composer
Rules-based “pop bot” strategy: flee to T‑Bills when fear spikes; otherwise split across S&P 500, Nasdaq‑100 and semiconductor sleeves that short-term fade overheated moves with UVXY, buy 3× bulls on washouts, or rotate into calmer trend leaders (dividends, bonds, commodities, dollar).
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.
6 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.
2.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
: 14.1% (DBC 38% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-11 ()
15.0% 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 ()
6 of 16 funds in its are : CURE, SOXL, SPXL, TMF, TQQQ, 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 Income / dividends 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.
Safety switch: if the market’s fear gauge (VIX mid‑term) has surged on a 10‑day “hot/cold” test (>70), it parks in T‑Bills (BIL).<br>Otherwise it runs three sleeves tied to the S&P 500 (SPXL), Nasdaq‑100 (TQQQ) and semiconductors (SOXL). In each sleeve: if overheated (>80) it buys a volatility jumper (UVXY); if washed‑out (<30) it buys the 3× bull for a rebound; else it rotates into dividend stocks (SCHD/NOBL), managed futures (DBMF), and whichever of healthcare (CURE), long bonds (TMF), commodities (DBC) or the US dollar (USDU) is trending better, giving steadier choices more weight.
Rules-based “pop bot” strategy: flee to T‑Bills when fear spikes; otherwise split across S&P 500, Nasdaq‑100 and semiconductor sleeves that short-term fade overheated moves with UVXY, buy 3× bulls on washouts, or rotate into calmer trend leaders (dividends, bonds, commodities, dollar).
Out-of-sample edge: ~21.87% annualized return vs S&P, Sharpe ~1.17, Calmar ~1.21, max drawdown ~18.07% (better than SPY 18.76%), beta ~0.44. Rules-based, volatility-aware rotation for higher risk-adjusted growth with downside control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $145k | 2026-10-11 | |
| Backtest regulatory fees | $341 | 2026-10-11 | |
| Backtest slippage cost | $2,510 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum rotation, multi-asset, tactical allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 286 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "DBC", "DBMF", "NOBL", "SCHD", "SOXL", "SPXL", "SPY", "TLT", "TMF", "TQQQ", "USDU", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 975 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1354% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 115.14% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 24.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.31% | 2026-10-11 |
Collective2
Composer Technologies · Composer
