Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based swing system that toggles among 2x stock ETFs, inverse ETFs, volatility (UVXY), and short‑term bonds using “too hot/too cold” readings and a quick stress check on the S&P 500.
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.
0.9% 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. : 89% · 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 ()
9 of 11 funds in its are : QID, QLD, SDS, SOXL, SPXL, SSO, TQQQ, USD, 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 splits money across three mini‑systems (S&P 500, Nasdaq‑100, Semiconductors). Each day:<br>- If a market looks extremely hot, it buys UVXY (jumps when fear/volatility rises).<br>- If very cold, it buys 2x SSO/QLD/USD.<br>- Else, if the S&P fell >6% lately, it picks 2x inverse SDS/QID or bonds BSV; if not, it buys the dip in 2x S&P/Nasdaq or holds BSV.<br>“Hot/cold” is read from faster 3x gauges SPXL/TQQQ/SOXL (not held).
A daily, rules‑based swing system that toggles among 2x stock ETFs, inverse ETFs, volatility (UVXY), and short‑term bonds using “too hot/too cold” readings and a quick stress check on the S&P 500.
Out-of-sample annualized return ~35% vs S&P ~20%; higher upside across regimes with a diversified, rules-based swing system. Larger drawdowns but Calmar ~0.90 and meaningful alpha imply stronger risk-adjusted potential for higher returns vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19.7M | 2026-10-11 | |
| Backtest regulatory fees | $48k | 2026-10-11 | |
| Backtest slippage cost | $432k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, risk-on/risk-off, tactical, tech/semis, us equities, volatility hedging | 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) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "QID", "QLD", "SDS", "SOXL", "SPXL", "SPY", "SSO", "TQQQ", "USD", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 972 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 65.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 197k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 222.48% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
