Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based. Fades extreme “hot” markets by buying UVXY (volatility). Otherwise buys dips in 3x tech/semis/S&P, or rides the leader (tech vs energy) when risk-on, and shifts to a safety mix when risk-off. Separately toggles between 3x Treasuries and the U.S. 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.
“Is the market “too hot” over ~10 days? (RSI = a 0–100 “heat” score.) If yes, go 100% to UVXY”
“If not, move to a safety mix (volatility funds/anti‑beta).”
“If not, is tech washed out? If yes, buy the dip in 3x tech/semis/S&P.”
“Separately, flip between 3x Treasuries (TMF) and the U.S. dollar (USDU) based on bond strength.”
“Each day it asks:”
“Else, if broad market beats defensives, ride the leader (tech or energy).”
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.
100.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
9 of 25 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TECL, TMF, TQQQ, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Each day it asks: 1) Is the market “too hot” over ~10 days? (RSI = a 0–100 “heat” score.) If yes, go 100% to UVXY (a fear/volatility fund) for a short-term pullback. 2) If not, is tech washed out? If yes, buy the dip in 3x tech/semis/S&P. 3) Else, if broad market beats defensives, ride the leader (tech or energy). If not, move to a safety mix (volatility funds/anti‑beta). 4) Separately, flip between 3x Treasuries (TMF) and the U.S. dollar (USDU) based on bond strength.
Daily, rules-based. Fades extreme “hot” markets by buying UVXY (volatility). Otherwise buys dips in 3x tech/semis/S&P, or rides the leader (tech vs energy) when risk-on, and shifts to a safety mix when risk-off. Separately toggles between 3x Treasuries and the U.S. dollar.
Out-of-sample annualized return ~64.6% vs ~21.8% for the S&P, with solid Calmar ~1.14 and risk-managed upside via volatility timing and dip-buys; higher drawdowns expected than the S&P, but potential for faster compounding.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $60.2B | 2026-10-11 | |
| Backtest regulatory fees | $141.9M | 2026-10-11 | |
| Backtest slippage cost | $1.4B | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, risk-on/risk-off, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 222 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BTAL", "DBC", "ERX", "FAS", "QQQE", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "USDU", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,199 | 2026-10-11 | |
| Out-of-sample length | 844 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 241.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 601948k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.56% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 431.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 70.12% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
