Composer · investment strategy
by Composer Technologies · via Composer
Daily, if any of several market funds look extremely “hot” on a 10‑day strength meter, it flips fully into UVXY to bet on a near‑term volatility spike; otherwise it stays in T‑bills. Very aggressive, 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.
0.0% 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. : 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 ()
5 of 14 funds in its are : FAS, SPXL, TECL, 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.
Each day it checks a 10‑day “heat gauge” (RSI: a score of recent up vs down days) on several market funds spanning tech, energy, financials, value, and global giants. If any look extremely hot (scores ~79–85), it moves 100% into UVXY—a volatility fund that can spike when markets wobble. If none are hot, it parks in BIL (1–3M T‑bills). It holds only one at a time and rechecks daily.
Daily, if any of several market funds look extremely “hot” on a 10‑day strength meter, it flips fully into UVXY to bet on a near‑term volatility spike; otherwise it stays in T‑bills. Very aggressive, timing‑sensitive.
Out-of-sample annualized return ~29% vs S&P ~18%, with Calmar ~1.38 and max drawdown ~21%. Negative beta adds diversification. A rules-based volatility-timing approach targets higher upside with managed risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-11 | |
| Backtest regulatory fees | $1,826 | 2026-10-11 | |
| Backtest slippage cost | $16k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, etf-only, high risk, long-volatility, market timing, risk-on/risk-off, rsi trigger, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 54 | 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", "FAS", "IOO", "SPXL", "TECL", "TQQQ", "UVXY", "VOX", "VTV", "XLE", "XLK", "XLP", "XLRE", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.20 | 2026-10-11 |
| Remixes (copies) | 34 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,756 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 54.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 75.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.82% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.97% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.97% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.10% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 73.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
