Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical swing strategy that flips between 3x S&P/Nasdaq (SPXL/TQQQ), a volatility hedge (UVXY), and T‑Bills (BIL). It buys dips, hedges when markets look overheated, and otherwise follows stock/bond momentum. Very aggressive.
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 ()
3 of 8 funds in its are : 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.
Runs two bots (S&P via SPXL and Nasdaq via TQQQ). Each day it reads RSI, a 0–100 “heat gauge” (high=overheated, low=washed‑out). If the 10‑day RSI is >80, it hedges with UVXY (volatility). If <30, it buys SPXL/TQQQ. Otherwise it holds T‑Bills (BIL) or SPXL/TQQQ based on broader stock (SPY) and bond momentum (BND; IEF vs TLT).
A daily, tactical swing strategy that flips between 3x S&P/Nasdaq (SPXL/TQQQ), a volatility hedge (UVXY), and T‑Bills (BIL). It buys dips, hedges when markets look overheated, and otherwise follows stock/bond momentum. Very aggressive.
Out-of-sample edge: stronger risk-adjusted performance than the S&P (Sharpe 1.70 vs 1.44; Calmar 2.18; ~61% annualized). A disciplined, rules-based mix of leveraged ETFs, a volatility hedge, and T-bills for big upside with built-in defense.
BrianE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $92.5M | 2026-10-11 | |
| Backtest regulatory fees | $125k | 2026-10-11 | |
| Backtest slippage cost | $1.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, risk-on/risk-off, tactical momentum, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 62 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "SPXL", "SPY", "TLT", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 131 | 2026-10-11 | |
| Watchers | 72 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 945 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 83.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 925k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 500.67% | 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) | 75.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.77% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.45% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.11% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 72.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
