Composer · investment strategy
by Composer Technologies · via Composer
A daily “hedged surfer.” It first looks for stress: in overheated markets it buys UVXY or mild shorts/bonds. If not, it follows trend—rotating contrarian between 3x index funds and short bonds in uptrends, and flipping to 3x inverse or T‑bills in downtrends.
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.
2 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 2026-05-31)
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 ()
7 of 12 funds in its are : PSQ, SH, SPXL, SPXU, SQQQ, 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.
Daily, rules-based drawdown hedge.<br>1) Extreme check: If S&P 500 or Nasdaq look very overheated short term (high RSI), buy UVXY (jumps when fear spikes). If fear is already surging, switch to a mild hedge: SH/PSQ (1x short) or SHY (short Treasuries), choosing the weakest lately.<br>2) Otherwise follow trend: compare SPY to its 10‑day EMA. If above, pick TQQQ/SPXL (3x long) or BSV (bonds) with the weakest recent move (a quick‑bounce bet). If below, choose among contrarian 3x longs, 3x inverse (SQQQ/SPXU), or T‑bills (BIL) by short‑term “heat” (RSI).
A daily “hedged surfer.” It first looks for stress: in overheated markets it buys UVXY or mild shorts/bonds. If not, it follows trend—rotating contrarian between 3x index funds and short bonds in uptrends, and flipping to 3x inverse or T‑bills in downtrends.
Out-of-sample edge: 22.84% annualized return vs 22.44% for the S&P, with hedge-first rotation designed to capture rallies while managing volatility through UVXY/shorts/T-bills—adding diversification and resilience in choppy markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17.8M | 2026-10-11 | |
| Backtest regulatory fees | $77k | 2026-10-11 | |
| Backtest slippage cost | $721k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etfs, leveraged etfs, risk-managed equity, tactical allocation, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "PSQ", "QQQ", "SH", "SHY", "SPXL", "SPXU", "SPY", "SQQQ", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,012 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 177k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 128.64% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 3.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 3.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.46% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 58.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
