Composer · investment strategy
by Composer Technologies · via Composer
Uses copper’s recent move to pick one position each day: leveraged semis/tech, a volatility trade (UVXY/SVXY), or cash (BIL). Big copper drops → buy semis or the most beaten‑down risk ETF; big copper surges → buy UVXY; otherwise sit in T‑bills.
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 2026-10-19
: 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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 8 funds in its are : SOXL, SVXY, TQQQ, UPRO, 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 check copper:<br>- If COPX (copper miners) fell a lot: buy SOXL (3x semiconductors).<br>- Else if COPX jumped: buy UVXY (long market “fear”/VIX).<br>- Else look at CPER (copper futures): if down, buy the single worst of SVXY (short fear), SOXL, TQQQ (3x Nasdaq), UPRO (3x S&P) for a bounce; if up a lot, buy UVXY; otherwise hold BIL (T‑bills). Rebalanced daily.
Uses copper’s recent move to pick one position each day: leveraged semis/tech, a volatility trade (UVXY/SVXY), or cash (BIL). Big copper drops → buy semis or the most beaten‑down risk ETF; big copper surges → buy UVXY; otherwise sit in T‑bills.
Copper-driven daily tactical strategy: out-of-sample return ~24.6% vs S&P ~19.1%, beta ~0.02, Calmar ~1.05. Higher upside potential but higher drawdowns (~23.5% vs ~18.8%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $337k | 2026-10-19 | |
| Backtest regulatory fees | $474 | 2026-10-19 | |
| Backtest slippage cost | $3,520 | 2026-10-19 |
| AI categories (Composer) | commodities as signal, daily rebalance, leveraged etfs, momentum and mean‑reversion, tactical asset allocation, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 25 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "COPX", "CPER", "SOXL", "SVXY", "TQQQ", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 |
| Remixes (copies) | 12 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,750 | 2026-10-19 | |
| Out-of-sample length | 491 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 26.65% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3268% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.59% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.82% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.51% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.65% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 28.88% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.15% | ||
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.13 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Maximum drawdown, backtest period (backtest) | -23.50% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.50% | ||
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Sortino ratio, backtest period (backtest) | 2.90 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 28.01% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.51% |
| Annualized turnover, backtest period (backtest) | 12.70 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.45 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 46.72% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 75.15% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
