Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑risk mean‑reversion strategy. It rotates into 3x stock ETFs (S&P 500, Nasdaq, Tech), volatility (UVXY), or hedges when signals look “too hot” or “too cold,” and parks in T‑Bills/short Treasuries when no edge. Picks the 4 most volatile ideas.
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.
3 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.
0.0% 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. : 99% · 2026-10-11 ()
23.9% 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 ()
10 of 19 funds in its are : HIBL, HIBS, QLD, SOXL, SOXS, SPXL, SQQQ, TECL, 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.
Daily, it picks the 4 most volatile ideas and splits money evenly. It buys weakness and fades heat using RSI (0–100 “heat” meter: low=oversold, high=overbought). Rules: buy 3x SPXL/TQQQ/TECL when weaker than bonds (AGG), else T‑Bills (BIL); buy TQQQ after a 5‑day Nasdaq drop, else BSV; QQQ very hot -> UVXY (volatility), very cold -> QLD, else SHY; in extreme S&P selloffs, choose SOXL/TECL or hedges (SQQQ/SOXS) using bonds vs high‑beta (SPHB). Can also hold QQQ, UUP, DBC.
A daily, high‑risk mean‑reversion strategy. It rotates into 3x stock ETFs (S&P 500, Nasdaq, Tech), volatility (UVXY), or hedges when signals look “too hot” or “too cold,” and parks in T‑Bills/short Treasuries when no edge. Picks the 4 most volatile ideas.
Out-of-sample edge: ~43.7% annualized return vs SPY ~23.3%, driven by daily rotation into volatile sleeves and hedges. Higher upside in swings, but larger drawdowns (~47%). A high-octane boost for growth-focused portfolios.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4M | 2026-10-11 | |
| Backtest regulatory fees | $2,801 | 2026-10-11 | |
| Backtest slippage cost | $23k | 2026-10-11 |
| AI categories (Composer) | bonds/cash, commodities, daily rotation, high beta, leveraged etfs, mean reversion, nasdaq/tech/s&p, semiconductors, usd, volatility (vix) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 70 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "DBC", "HIBL", "HIBS", "QLD", "QQQ", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 76 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,648 | 2026-10-11 | |
| Out-of-sample length | 760 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 111.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.70% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 198.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.57% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 57.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 57.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.42% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.46% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.66% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
