Composer · investment strategy
by Composer Technologies · via Composer
A fast, high‑risk, rule‑based strategy. It checks the market’s long‑term trend, then flips among fear hedges (UVXY), shorting Nasdaq (SQQQ), short‑term bonds (BSV), buying biotech dips (LABU), or owning the top 3 recent winners among mega‑caps using “hot/cold” signals.
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.
4 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%)
No funds
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 ()
0.0% 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 25 funds in its are : LABU, SQQQ, 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 (trend): If the S&P 500 (SPY) is above its 200‑day average, it’s an uptrend; otherwise, a downtrend.<br>Uptrend: If short‑term “heat” is extreme in key market gauges (SPY/XLK/VTV/VOX), it briefly buys UVXY (jumps when fear spikes). After sharp QQQ drops it may short the Nasdaq via SQQQ (3× inverse) or buy a biotech dip via LABU (3×). Otherwise it holds the 3 strongest big U.S. stocks by 20‑day gains.<br>Downtrend: It plays defense—UVXY, SQQQ, or short‑term bonds (BSV)—and only buys LABU on very oversold dips.<br>RSI is a 0–100 “hot/cold” gauge (>70–80 hot, <30 cold).
A fast, high‑risk, rule‑based strategy. It checks the market’s long‑term trend, then flips among fear hedges (UVXY), shorting Nasdaq (SQQQ), short‑term bonds (BSV), buying biotech dips (LABU), or owning the top 3 recent winners among mega‑caps using “hot/cold” signals.
Out-of-sample edge: ~66% annualized return vs 19% SPY; Sharpe ~1.39 vs 1.20; Calmar ~1.89. 940 days tested. Note higher drawdowns (~35% vs 19%), but hedging and mega-cap momentum aim for big upside with managed risk.
https://discord.gg/8e7bHnJMwE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.7B | 2026-10-11 | |
| Backtest regulatory fees | $52.9M | 2026-10-11 | |
| Backtest slippage cost | $512.3M | 2026-10-11 |
| AI categories (Composer) | dip-buying, leveraged etfs, momentum rotation, tactical allocation, trend filter, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 106 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ADBE", "AMD", "AMZN", "BRK/B", "BSV", "COST", "GOOGL", "LABU", "LLY", "META", "MRK", "MSFT", "NVDA", "PG", "QQQ", "SPY", "SQQQ", "TQQQ", "TSLA", "UVXY", "VOX", "VTV", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 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) | 0.50 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,859 | 2026-10-11 | |
| Out-of-sample length | 644 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 264.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 236726k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 66.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 266.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.25% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 88.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 88.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 69.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.42% | 2026-10-11 |
Collective2
Composer Technologies · Composer
