Composer · investment strategy
by Composer Technologies · via Composer
A fast‑switching strategy that uses trend (moving averages) and “hot/cold” readings (RSI) to rotate among small caps (IWM/UWM), short small caps (RWM), 3x tech (TECL), volatility (UVXY), or Treasuries/bonds (IEF/BSV/SHV). High risk due to leveraged/volatility ETFs.
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.
1 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.
5.3% of weight in (IVV: 3.0%)
1 fund (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. : 96% · 2026-10-11 ()
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% · 2026-10-11 ()
4 of 10 funds in its are : RWM, TECL, UVXY, UWM
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.
It first checks trend: is the S&P 500 (SPY) above its 200‑day average (long‑term uptrend)?<br>If yes: if SPY or Nasdaq‑100 (QQQ) is very “hot” by RSI (0–100 heat gauge) >80, buy UVXY (volatility spike fund). Otherwise favor small caps: either 50/50 IWM + SHV (cash‑like Treasuries) when small caps are very hot (RSI(60)>60), or UWM (2x small caps) when they aren’t extended.<br>If no: if QQQ is very “cold” (RSI<30), try a snap‑back with TECL (3x tech). Else, if SPY is above its 25‑day average, use RWM (short small caps) if RSI>70, otherwise UWM. If still weak, hold the strongest of IEF (7–10y Treasuries), RWM, or BSV (short‑term bonds).
A fast‑switching strategy that uses trend (moving averages) and “hot/cold” readings (RSI) to rotate among small caps (IWM/UWM), short small caps (RWM), 3x tech (TECL), volatility (UVXY), or Treasuries/bonds (IEF/BSV/SHV). High risk due to leveraged/volatility ETFs.
Potential for higher upside than the S&P 500: out-of-sample return ~25% vs ~18%, by rotating across small caps, tech, volatility, and Treasuries. Regime-aware design targets big gains in up markets; note higher drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $84.2M | 2026-10-11 | |
| Backtest regulatory fees | $117k | 2026-10-11 | |
| Backtest slippage cost | $1.1M | 2026-10-11 |
| AI categories (Composer) | bonds, inverse etfs, leveraged etfs, mean reversion, small caps, tactical allocation, treasuries, trend following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "IEF", "IWM", "QQQ", "RWM", "SHV", "SPY", "TECL", "UVXY", "UWM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 82.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 842k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.03% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.96% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.70 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.96% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
