Composer · investment strategy
by Composer Technologies · via Composer
When the market looks overheated, switch to UVXY (a volatility spike play). Otherwise, buy a 2x ETF on whichever of MSFT/AAPL/GOOGL/NVDA lagged QQQ today; if none lagged, short tech with TECS. Aggressive, timing‑driven, 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.
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 ()
9 of 22 funds in its are : AAPX, FAS, GGLL, MSFX, NVDX, 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.
RSI = a “hotness” score of recent price moves (0–100; 80+ is very hot).<br>1) Airbag: If RSIs for broad markets/sectors (QQQE, VTV, VOX, TECL, VOOG/VOOV, XLP, TQQQ, XLY, FAS, SPY) look 79–80+, buy UVXY, a 2x VIX ETF that jumps when stocks drop.<br>2) Offense: Otherwise buy one 2x ETF on the big tech stock that lagged QQQ today: MSFX=Microsoft, AAPX=Apple, GGLL=Google, NVDX=Nvidia. If none lagged, buy TECS (3x inverse tech). One holding at a time.
When the market looks overheated, switch to UVXY (a volatility spike play). Otherwise, buy a 2x ETF on whichever of MSFT/AAPL/GOOGL/NVDA lagged QQQ today; if none lagged, short tech with TECS. Aggressive, timing‑driven, high risk.
Out-of-sample, this strategy shows ~31.5% annualized return vs SPY ~17.5%, with Sharpe ~0.73 and Calmar ~0.48. UVXY hedge in heat, then mega-cap tech rotation for upside; expect higher drawdowns (~65%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $98k | 2026-10-11 | |
| Backtest regulatory fees | $961 | 2026-10-11 | |
| Backtest slippage cost | $6,681 | 2026-10-11 |
| AI categories (Composer) | high risk, leveraged etfs, mean reversion, mega-cap tech, short tech, tactical rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 63 | 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) | 1.00 | 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", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 7 | 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) | 130.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 884.59% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.35% | 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) | 1.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.23% | 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) | 2.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 71.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.00% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 159.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 153.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.05% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
