Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, short‑term contrarian strategy. If the market or key sectors look overheated, it shifts 100% into UVXY (a volatility fund that jumps when stocks fall). Otherwise it splits into Nasdaq, Semis, and Tech sleeves, flipping between 3x bull/bear ETFs after big run‑ups. Very 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.
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.
0.2% 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. : 98% · 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 ()
7 of 15 funds in its are : SOXL, SOXS, SQQQ, 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.
Step 1: Check a 10‑day “heat” score (RSI) for the S&P 500, Nasdaq, Value, Communications, Staples, and Financials. If any looks very hot (~80), move 100% into UVXY to bet on a quick pullback/volatility spike.<br>Step 2: Otherwise, split into three sleeves (Nasdaq 100, Semis, US Tech). In each: if the index just ran up fast (>~2% today, >~5% week, >~25–30% month), hold the 3x bear ETF; else hold the 3x bull ETF. Extremely high risk.
Aggressive, short‑term contrarian strategy. If the market or key sectors look overheated, it shifts 100% into UVXY (a volatility fund that jumps when stocks fall). Otherwise it splits into Nasdaq, Semis, and Tech sleeves, flipping between 3x bull/bear ETFs after big run‑ups. Very high risk.
Out-of-sample annualized return ~29.8% vs ~18.3% for the S&P, driven by contrarian/volatility signals and tech exposure. Higher upside but larger drawdowns (~62%); best for risk-tolerant investors chasing alpha.
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 | $88.4M | 2026-10-11 | |
| Backtest slippage cost | $854.1M | 2026-10-11 |
| AI categories (Composer) | contrarian, high risk, leveraged etfs, sector rotation, short-term, tactical, tech-heavy, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 68 | 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) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IYW", "QQQ", "SOXL", "SOXS", "SOXX", "SPY", "SQQQ", "TECL", "TECS", "TQQQ", "UVXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 571 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 166.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 237119k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 80.78% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.57% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -26.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -26.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -61.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -61.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 70.57% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 78.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
