Composer · investment strategy
by Composer Technologies · via Composer
Aggressive daily bot that buys sharp dips in 3x Nasdaq/S&P/semiconductors and sometimes plays a short volatility spike when those get overheated. When no edge, it parks in T‑Bills. Uses stock‑vs‑bond momentum and a simple yield‑curve proxy to gate trades.
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)
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 9 funds in its are : SOXL, SPXL, 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.
Targets 3x Nasdaq (tech), 3x S&P (broad), 3x semis; uses UVXY (volatility) and BIL (T‑Bills). RSI is a 0–100 gauge of recent buying: >80 very hot, <30 very cold.<br>1) If 3x Nasdaq or 3x S&P is very hot, buy UVXY (bet on a quick volatility spike).<br>2) If any 3x fund is very cold, buy it for a bounce.<br>3) Otherwise, if stocks’ 60‑day trend is up, a bonds‑vs‑stocks RSI check can buy a 3x fund; if not, sit in BIL. In weak trends, mostly stay in BIL. Rebalanced daily.
Aggressive daily bot that buys sharp dips in 3x Nasdaq/S&P/semiconductors and sometimes plays a short volatility spike when those get overheated. When no edge, it parks in T‑Bills. Uses stock‑vs‑bond momentum and a simple yield‑curve proxy to gate trades.
Out-of-sample edge: ~67% annualized return versus SPY’s ~22%, with 1.47 Sharpe and 1.90 Calmar. A rules-based 3x tech/semis strategy using UVXY spikes and BIL hedges offers higher upside with disciplined risk management, despite larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $229.0M | 2026-10-11 | |
| Backtest regulatory fees | $232k | 2026-10-11 | |
| Backtest slippage cost | $2.2M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical, trend filter, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 186 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.83 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "SOXL", "SPXL", "SPY", "TLT", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 39 | 2026-10-11 | |
| Watchers | 29 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 981 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 95.42% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2290k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 641.73% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 132.85% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 132.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.36% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 72.17% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
