Composer · investment strategy
by Composer Technologies · via Composer
A small, daily‑rebalanced tactical sleeve: hedge with UVXY when big US stocks look overheated, buy 3x tech/S&P on deep dips, otherwise sit in Treasuries. Focuses on QQQ/tech signals. Uses leveraged/volatility funds—high risk, timing‑sensitive.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 13 funds in its are : QLD, TECL, TMF, TQQQ, UPRO, 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 watches a short‑term “speedometer” (RSI 0–100). Over ~80 = overheated; under ~30 = washed‑out.<br>• If big US stocks (QQQ/XLK/VOOG/SPY) look overheated, it flips this sleeve into UVXY (a fear/volatility fund).<br>• If they look washed‑out, it buys the dip with 3x bulls (TECL/TQQQ/UPRO); otherwise it prefers Treasuries (TMF).<br>Tickers: UVXY=fear fund; TMF=3x Treasuries; BSV=short‑term bonds.
A small, daily‑rebalanced tactical sleeve: hedge with UVXY when big US stocks look overheated, buy 3x tech/S&P on deep dips, otherwise sit in Treasuries. Focuses on QQQ/tech signals. Uses leveraged/volatility funds—high risk, timing‑sensitive.
Out-of-sample, this tactical sleeve shows strong risk-adjusted gains vs the S&P 500: oos return ~67%/yr vs ~21%, oos Sharpe ~1.27, Calmar ~2.20 across 1,223 days. Higher drawdowns, but meaningful upside and alpha.
Success is scary. Let's hide from the scary market when we are way up. -- Jackal A somewhat more aggressive version. -- Proteus
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, dip buying, high risk, leveraged etfs, mean-reversion, tactical overlay, treasuries, us large-cap growth/tech, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 118 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "QLD", "QQQ", "SPY", "TECL", "TMF", "TQQQ", "UPRO", "UVXY", "VIXM", "VIXY", "VOOG", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 271 | 2026-10-11 | |
| Watchers | 104 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 839 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.00% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 452.62% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.88% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.17% | 2026-10-11 |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.52% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.01 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.20% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.58 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
