Composer · investment strategy
by Composer Technologies · via Composer
Daily, high‑risk, tactical rotation. Buys volatility (UVXY) after big run‑ups, buys dips with 3× bulls (TQQQ/SPXL), otherwise rides the strongest stock or 3× ETF. Can flip short (PSQ/SQQQ/SPXS) or sit in T‑Bills (BIL). BDRY guides 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.
“If markets look overheated, it buys UVXY (volatility) with some BTAL (anti‑beta).”
“can short via PSQ/SQQQ/SPXS”
“sit in BIL (T‑Bills) when risk rises”
“If deeply oversold, it buys 3× bull funds (TQQQ/SPXL).”
“Daily, high‑risk, tactical rotation.”
“It also watches BDRY (shipping) for a risk light”
“Otherwise it holds either the strongest big‑cap stock or the strongest 3× sector ETF (SOXL/UPRO/LABU/GDXU/TMF/CURE/TECL), choosing the less jumpy one.”
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 2026-07-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 95% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
16 of 102 funds in its are : BITX, CURE, GDXU, LABU, PSQ, SH, SOXL, SPXL, SPXS, SPXU, SQQQ, TECL, TMF, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Every day the model checks “RSI” (a short‑term hot/cold gauge) on a few funds. If markets look overheated, it buys UVXY (volatility) with some BTAL (anti‑beta). If deeply oversold, it buys 3× bull funds (TQQQ/SPXL). Otherwise it holds either the strongest big‑cap stock or the strongest 3× sector ETF (SOXL/UPRO/LABU/GDXU/TMF/CURE/TECL), choosing the less jumpy one. It also watches BDRY (shipping) for a risk light, and can short via PSQ/SQQQ/SPXS or sit in BIL (T‑Bills) when risk rises.
Daily, high‑risk, tactical rotation. Buys volatility (UVXY) after big run‑ups, buys dips with 3× bulls (TQQQ/SPXL), otherwise rides the strongest stock or 3× ETF. Can flip short (PSQ/SQQQ/SPXS) or sit in T‑Bills (BIL). BDRY guides risk.
Out-of-sample, this strategy aims at ~80% annualized return with a Calmar ~1.21 and Sharpe ~1.12, far above the S&P's ~16.9% and ~9% drawdown. Higher upside with active volatility hedges and risk-off safeguards—albeit larger downturn risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $4,036 | 2026-10-11 | |
| Backtest slippage cost | $34k | 2026-10-11 |
| AI categories (Composer) | contrarian, daily rebalancing, leveraged etfs, market timing, risk-on/risk-off, tactical momentum, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 519 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABNB", "ADBE", "AMAT", "AMD", "AMZN", "APP", "ASML", "AVGO", "BABA", "BDRY", "BIL", "BITX", "BKNG", "BLK", "BMY", "BND", "BRK/B", "BTAL", "CELH", "CI", "COST", "CPRT", "CRM", "CRWD", "CURE", "DE", "DHI", "DHR", "DIS", "DOW", "FISV", "GDXU", "GOOG", "HD", "IEF", "INTU", "IOO", "JD", "JPM", "KLAC", "KO", "LABU", "LEN", "MA", "MARA", "MCD", "MDLZ", "MELI", "META", "MMM", "MNST", "MRK", "MSFT", "NCNO", "NFLX", "NKE", "NOW", "NU", "NVDA", "NVO", "ORCL", "PANW", "PAYO", "PDD", "PEP", "PFE", "PLD", "PSQ", "PYPL", "QQQ", "RTX", "SAP", "SH", "SHOP", "SMCI", "SOXL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SYK", "TECL", "TEVA", "TLT", "TMF", "TQQQ", "TSLA", "TSM", "U", "UI", "UNH", "UPRO", "UVXY", "V", "VEEV", "VTV", "WDAY", "WMT", "XLF", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 104 | 2026-10-11 | |
| Watchers | 32 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 810 | 2026-10-11 | |
| Out-of-sample length | 228 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 356.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 79.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.32% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 144.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -5.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 57.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.96 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -71.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -66.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.85 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 79.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 98.29% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 120.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 152.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
