Composer · investment strategy
by Composer Technologies · via Composer
A tactical, near‑market‑neutral strategy that times “fear vs calm.” It hedges after big run‑ups (VIX + Treasuries), buys sharp dips with small leveraged bets, and otherwise holds a diversified, low‑beta mix of short/long VIX, Treasuries, gold, and dividend stocks.
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.
5 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.
2.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 62% · 2026-10-11 ()
37.7% 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 ()
5 of 20 funds in its are : SPXL, SVXY, TECL, TMF, 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.
It watches a 0–100 “heat gauge” (RSI) on big stock indexes. If stocks look very hot, it flips into crash‑hedges: VIX‑linked ETFs (UVXY/VIXM) and long Treasuries (TMF/TLT). If fear is already high, it holds safe havens (Treasuries, short‑term Treasuries, gold). If stocks just fell hard, it buys the dip with small, fast bets (leveraged tech/S&P) and/or bets that calm returns (SVXY). Otherwise it sits in a neutral, dividend‑tilted mix (SVXY, VIXM, BTAL, SCHD). A 15% sleeve adds extra hedges when markets run hot.
A tactical, near‑market‑neutral strategy that times “fear vs calm.” It hedges after big run‑ups (VIX + Treasuries), buys sharp dips with small leveraged bets, and otherwise holds a diversified, low‑beta mix of short/long VIX, Treasuries, gold, and dividend stocks.
Out-of-sample edge: higher risk-adjusted returns with far lower drawdowns. OOS Sharpe 1.43 vs S&P 1.40; max drawdown 9.3% vs 18.8%; Calmar ~2.14. Hedged, market-neutral with upside potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $484k | 2026-10-11 | |
| Backtest regulatory fees | $1,171 | 2026-10-11 | |
| Backtest slippage cost | $8,374 | 2026-10-11 |
| AI categories (Composer) | defensive overlay, dividend tilt, leveraged etfs, market‑neutral, rsi signals, tactical allocation, treasuries and gold, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 367 | 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) | 0.31 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "BTAL", "GLD", "QQQ", "SCHD", "SHY", "SPXL", "SPY", "SVXY", "TECL", "TLT", "TMF", "UVXY", "VIXM", "VOOG", "VOOV", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 |
| Remixes (copies) | 71 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,754 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 29.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4740% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.12% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.10% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.33% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.40% | 2026-10-11 |
Collective2
Composer Technologies · Composer
