Composer · investment strategy
by Composer Technologies · via Composer
Very aggressive, two‑mode plan: if markets look overheated, switch to UVXY/UVIX to catch volatility spikes. Otherwise buy a 2x ETF on whichever of Microsoft, Apple, Google, or NVIDIA lagged QQQ yesterday; if none lagged, hold TECS (3x inverse tech).
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
10 of 23 funds in its are : AAPX, FAS, GGLL, MSFX, NVDX, TECL, TECS, TQQQ, UVIX, 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 (overheat check): If short‑term “heat” (10‑day RSI) on major market/sector funds is extremely high (≈80+), it moves 100% into UVXY+UVIX—funds that jump when fear (VIX) spikes.<br>Step 2 (stock pick): Otherwise, it buys one 2x ETF on the mega‑cap that lagged QQQ yesterday: MSFX (Microsoft), AAPX (Apple), GGLL (Google), or NVDX (NVIDIA).<br>If none lagged, it holds TECS, a 3x inverse tech fund.
Very aggressive, two‑mode plan: if markets look overheated, switch to UVXY/UVIX to catch volatility spikes. Otherwise buy a 2x ETF on whichever of Microsoft, Apple, Google, or NVIDIA lagged QQQ yesterday; if none lagged, hold TECS (3x inverse tech).
Out-of-sample annualized return ≈33% vs SPY ≈17.5%, with oos Sharpe ≈0.75. A volatility hedge during spikes plus lagging mega-cap picks target strong upside; expect higher drawdowns in stress periods.
NOVA: 7/7/2024 added UVIX to all UVXY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $105k | 2026-10-11 | |
| Backtest regulatory fees | $1,023 | 2026-10-11 | |
| Backtest slippage cost | $7,137 | 2026-10-11 |
| AI categories (Composer) | big tech, leveraged etfs, long/short, mean-reversion, risk-on/risk-off, tactical, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 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) | 0.93 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AAPX", "FAS", "GGLL", "GOOGL", "MSFT", "MSFX", "NVDA", "NVDX", "QQQ", "QQQE", "SPY", "TECL", "TECS", "TQQQ", "UVIX", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 |
| Remixes (copies) | 57 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 688 | 2026-10-11 | |
| Out-of-sample length | 567 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 136.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 946.23% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 4.75% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 20.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 0.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.99% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 37.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.51 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 73.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 73.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 159.77 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 153.41 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.97% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
