Composer · investment strategy
by Composer Technologies · via Composer
High‑octane, contrarian switcher: if markets look overheated (10‑day RSI ≳80), go 100% to UVXY (volatility). Otherwise split across Nasdaq, semis, and tech using 3× ETFs—short after big rallies, long otherwise. Very 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.
4 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.
0.2% of weight in (IVV: 3.0%)
3 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. : 98% · 2026-10-19 ()
100.0% 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 ()
7 of 15 funds in its are : SOXL, SOXS, SQQQ, TECL, TECS, 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 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.
Step 1: If any big index/sector looks overheated on a 10‑day “heat” gauge (RSI; 0–100; high=overheated), move 100% into UVXY—a fund that jumps when market fear/volatility spikes.<br>Step 2: Otherwise, split into 3 parts: Nasdaq‑100, semiconductors, and tech. After unusually big recent gains, bet against them with 3× inverse funds (SQQQ, SOXS, TECS); if not, ride them with 3× long funds (TQQQ, SOXL, TECL).
High‑octane, contrarian switcher: if markets look overheated (10‑day RSI ≳80), go 100% to UVXY (volatility). Otherwise split across Nasdaq, semis, and tech using 3× ETFs—short after big rallies, long otherwise. Very high risk.
Diversified, tactical tech/volatility strategy that can complement an S&P 500 core. Out-of-sample: ~13.18% annualized but with larger drawdowns and weaker risk-adjusted returns—best for very risk-tolerant, diversification-seeking investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19.4B | 2026-10-19 | |
| Backtest regulatory fees | $118.5M | 2026-10-19 | |
| Backtest slippage cost | $1.1B | 2026-10-19 |
| AI categories (Composer) | high risk, inverse exposure, leveraged etfs, mean reversion, tactical allocation, tech-heavy, volatility play | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 80 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "IYW", "QQQ", "SOXL", "SOXS", "SOXX", "SPY", "SQQQ", "TECL", "TECS", "TQQQ", "UVXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.19 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.47 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 12 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 577 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 162.43% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 194287k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.44% | ||
| Return, trailing 1 day (out-of-sample) | -9.72% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.32% | ||
| Return, trailing 1 week (out-of-sample) | -24.88% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -55.08% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -32.62% | ||
| Return, trailing 2 weeks (out-of-sample) | -26.60% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 34.39% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.58 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.21 | ||
| Maximum drawdown, backtest period (backtest) | -62.99% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.00% | ||
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.49 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 69.61% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 72.75% |
| Annualized turnover, backtest period (backtest) | 53.82 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.22 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.47% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
