Composer · investment strategy
by Composer Technologies · via Composer
Uses a 1‑year trend in emerging markets (VWO) to flip Risk On/Off. Risk On: leveraged tech (TQQQ) unless overheated, then UVXY. Risk Off: bonds plus stocks, or a cautious blend with volatility if fear is high; swaps to UVXY at stock extremes.
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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
100.0% 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 : 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 Macro signals 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.
1) Check a 1‑year trend on VWO (emerging markets). If the faster average price is above the slower one, it’s Risk On; otherwise, Risk Off.<br>Risk On: Hold TQQQ (3x Nasdaq). If QQQ looks extremely “hot” (RSI>80), switch to UVXY (long volatility).<br>Risk Off: If volatility is already high (VIXY RSI>70), mix UPRO, TMF, VIXM by inverse volatility. Else hold 50% TMF and 50% UPRO—unless SPY is extremely hot (RSI>80), then use UVXY instead of UPRO.
Uses a 1‑year trend in emerging markets (VWO) to flip Risk On/Off. Risk On: leveraged tech (TQQQ) unless overheated, then UVXY. Risk Off: bonds plus stocks, or a cautious blend with volatility if fear is high; swaps to UVXY at stock extremes.
Out-of-sample annualized return ~69.9% vs SPY ~23.6%, Calmar ~1.20, Sharpe ~1.18. A dynamic risk-on/off strategy using EM trend signals plus volatility hedges aims for a strong risk-adjusted edge over the S&P—accepting higher drawdowns for superior growth.
https://bit.ly/welcome-to-algo-investing
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.8M | 2026-10-11 | |
| Backtest regulatory fees | $8,802 | 2026-10-11 | |
| Backtest slippage cost | $80k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime filter, risk-on/risk-off, tactical allocation, trend-following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "QQQ", "SPY", "TMF", "TQQQ", "UPRO", "UVXY", "VIXM", "VIXY", "VWO" ] | 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) | 3.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 733 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 68.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 238k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 69.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 367.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -69.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
