Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical “risk-on/risk-off” strategy. In uptrends it buys dips or, when markets look too hot, flips into a volatility hedge (UVXY). Otherwise it holds a momentum mix of leveraged stocks and bonds. In downtrends it mostly shorts tech. Very aggressive.
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.
8 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.
0.8% of weight in (IVV: 3.0%)
7 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 ()
12 of 22 funds in its are : CURE, FAS, LABU, PSQ, SOXL, SQQQ, TECL, TMF, TMV, 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.
First, it asks: is the S&P 500 (SPY) in an uptrend (above its 200‑day average)? - If yes: • If many stock indexes look “very hot” (RSI very high), it flips into UVXY (a fear/volatility play), sometimes 75% UVXY + 25% BTAL. • If things look “washed out” (RSI very low), it buys the dip (TQQQ or UPRO). • Otherwise it holds a moving mix of leveraged stock sectors and long bonds, sized by how calm each has been. - If no: it mainly uses short‑Nasdaq ETFs (SQQQ/PSQ), with bond signals guiding brief long bounces. Rebalanced daily. Very aggressive.
A daily, tactical “risk-on/risk-off” strategy. In uptrends it buys dips or, when markets look too hot, flips into a volatility hedge (UVXY). Otherwise it holds a momentum mix of leveraged stocks and bonds. In downtrends it mostly shorts tech. Very aggressive.
Out-of-sample annualized return 34.2% vs SPY 18.4%, but max drawdown 39.9% vs 18.8% and Sharpe 0.85 vs 1.11. A potential to boost upside in uptrends with active risk-on/off tilts, but be prepared for bigger drawdowns and volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $223.8M | 2026-10-11 | |
| Backtest regulatory fees | $624k | 2026-10-11 | |
| Backtest slippage cost | $6.0M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, risk-on/off, tactical allocation, trend & momentum, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 206 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.53 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "CURE", "DBMF", "FAS", "IEF", "IOO", "LABU", "PSQ", "QQQ", "SOXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VOX", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,846 | 2026-10-11 | |
| Out-of-sample length | 505 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 292.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2238k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 80.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -9.75% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.43% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.68 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 68.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
