Composer · investment strategy
by Composer Technologies · via Composer
A contrarian, high‑risk switcher: when broad markets look overheated, it jumps to volatility (UVXY). Otherwise it buys sharp dips in 3x equity funds or, if no dip, parks in a dividend/growth ETF basket.
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.
5 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.
5.2% of weight in (IVV: 3.0%)
4 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. : 99% · 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 ()
6 of 19 funds in its are : FAS, SOXL, SPXL, TECL, 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.
It uses a 0–100 “heat” gauge (RSI) on many stock groups. If any look very hot, it moves 100% into UVXY, a fund that jumps when market fear rises. If not, but fear is heating up, it holds VIXM (another volatility fund) or SPXL (3x S&P 500). If fear is calm, it buys dips in TQQQ (3x Nasdaq), SOXL (3x semis), or SPXL; otherwise it sits in a dividend/growth mix (SCHD, DGRO, SCHG, QQQH). Risk is very high.
A contrarian, high‑risk switcher: when broad markets look overheated, it jumps to volatility (UVXY). Otherwise it buys sharp dips in 3x equity funds or, if no dip, parks in a dividend/growth ETF basket.
Out-of-sample edge: ~49.7% annualized return vs ~19.6% S&P 500, Sharpe ~1.20 vs ~1.12, Calmar ~2.60. Max drawdown ~19% (vs ~16%). Higher risk, but dramatically stronger risk-adjusted performance and upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.7M | 2026-10-11 | |
| Backtest regulatory fees | $34k | 2026-10-11 | |
| Backtest slippage cost | $315k | 2026-10-11 |
| AI categories (Composer) | dividend rotation, high risk, leveraged etfs, rsi contrarian, tactical rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 81 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 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[ "DGRO", "FAS", "QQQE", "QQQH", "SCHD", "SCHG", "SOXL", "SPXL", "SPY", "TECL", "TQQQ", "UVXY", "VIXM", "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) | 0.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,708 | 2026-10-11 | |
| Out-of-sample length | 407 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 214.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 237k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.54% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.58% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 9.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.99% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.01 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
