Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical strategy that rotates among leveraged stock ETFs, volatility (UVXY), T‑bills, or shorting tech. It buys volatility when markets look overheated, buys 3× bulls when very weak, and otherwise follows a 200‑day trend to choose risk‑on or risk‑off. Very high risk.
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.
1.3% 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. : 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 ()
7 of 18 funds in its are : PSQ, SPXL, SQQQ, TECL, 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.
Each day it checks short‑term momentum (RSI) on broad funds: SPY (S&P 500), IOO (global megacaps), TQQQ (Nasdaq‑100), VTV (value), XLF (financials), VOX (communications).<br>- If any look very overbought, buy UVXY (volatility) + some BTAL (defensive).<br>- If very oversold, buy 3× bull funds (TQQQ or UPRO).<br>- Else use trend: if SPY > 200‑day and volatility is easing (VIXY down), own SPXL/TECL/TQQQ; if not, hold BIL. If trend is down, mostly short QQQ (SQQQ/PSQ), with occasional flips long on strong signals.
Daily tactical strategy that rotates among leveraged stock ETFs, volatility (UVXY), T‑bills, or shorting tech. It buys volatility when markets look overheated, buys 3× bulls when very weak, and otherwise follows a 200‑day trend to choose risk‑on or risk‑off. Very high risk.
Out-of-sample, this strategy targets ~35% annualized returns vs ~17% for the S&P, using adaptive risk-on/off and volatility timing to capture upside across regimes. Higher risk and larger drawdowns, but stronger growth potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $82.2B | 2026-10-11 | |
| Backtest regulatory fees | $344.4M | 2026-10-11 | |
| Backtest slippage cost | $3.3B | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, inverse etfs, leveraged etfs, mean-reversion, risk-on/risk-off, tactical, trend-following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 188 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.62 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "IEF", "IOO", "PSQ", "QQQ", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 497 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 189.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 821851k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 80.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -3.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -3.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.79% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 90.76 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 98.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
