Composer · investment strategy
by Composer Technologies · via Composer
Rules-based ETF strategy that hedges with UVXY when markets overheat, buys 3x bulls on deep dips, and otherwise follows the 200‑day trend—favoring tech/semis/real estate in uptrends and mostly inverse Nasdaq 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.
4 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.
0.2% of weight in (IVV: 3.0%)
3 funds (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. : 97% · 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 ()
10 of 21 funds in its are : DRN, DRV, PSQ, QLD, SH, SOXL, SPXL, 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.
It reacts to extremes, then follows the long-term trend.<br>- If stocks look overheated (very high RSI on broad/leadership indexes), it buys UVXY (a volatility “fear” fund) as a hedge.<br>- If they look washed out (very low RSI), it buys 3x bulls (TQQQ or SPXL) for a rebound.<br>- Otherwise it uses the 200‑day trend: in uptrends it holds a bullish basket (TQQQ, SOXL, DRN) when bond tone is positive; in downtrends it mostly holds inverse Nasdaq (PSQ/SQQQ), with occasional QQQ/QLD or BTAL on improving signals.
Rules-based ETF strategy that hedges with UVXY when markets overheat, buys 3x bulls on deep dips, and otherwise follows the 200‑day trend—favoring tech/semis/real estate in uptrends and mostly inverse Nasdaq in downtrends.
Out-of-sample, this rules-based strategy targets ~43.8% annualized return vs ~19.6% for the S&P, using UVXY hedges on overheated markets, 3x bulls on dips, and a 200-day trend filter. Higher drawdowns (~45%) but Calmar ~0.98.
10/4/11
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $274.8B | 2026-10-11 | |
| Backtest regulatory fees | $633.8M | 2026-10-11 | |
| Backtest slippage cost | $3.9B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, rsi extremes, tactical etf rotation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 99 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.73 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "BTAL", "DRN", "DRV", "IEF", "IOO", "PSQ", "QLD", "QQQ", "SH", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "TLT", "TQQQ", "UVXY", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 |
| Remixes (copies) | 154 | 2026-10-11 | |
| Watchers | 40 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 525 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 213.66% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2747659k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 113.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.70% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.42% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 81.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 79.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.25% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 65.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.36% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.76% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
