Composer · investment strategy
by Composer Technologies · via Composer
A daily, event‑triggered mean‑reversion plan: when gold (via UGL) has a very big up or down day, it buys the day’s biggest loser among a few high‑octane funds (stocks or volatility). Otherwise it sits in T‑bills (BIL).
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 6 funds in its are : SVXY, TQQQ, UGL, 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, look at UGL (a fund that moves about 2× the price of gold). If UGL rose more than +4.5% today, buy the single worst performer today among: SVXY (short VIX/short volatility), TQQQ (3× Nasdaq 100), UPRO (3× S&P 500). If UGL fell more than −5.5% today, buy the worst of: UVXY (long VIX/long volatility) and TQQQ. Otherwise, hold BIL (T‑bills/cash‑like). Rebalance daily.
A daily, event‑triggered mean‑reversion plan: when gold (via UGL) has a very big up or down day, it buys the day’s biggest loser among a few high‑octane funds (stocks or volatility). Otherwise it sits in T‑bills (BIL).
This strategy delivers stronger out‑of‑sample performance than the S&P 500: ~25.5% annualized return, ~13.5% max drawdown, Sharpe ~1.29, Calmar ~1.89, vs SPY ~17.7% return, ~18.8% drawdown, Sharpe ~1.06.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $159k | 2026-10-19 | |
| Backtest regulatory fees | $411 | 2026-10-19 | |
| Backtest slippage cost | $2,998 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, gold trigger, leveraged etfs, mean reversion, risk-on/risk-off, tactical, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 17 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SVXY", "TQQQ", "UGL", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,780 | 2026-10-19 | |
| Out-of-sample length | 494 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.25% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1490% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.53% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 55.47% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.82% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 52.54% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 55.28% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -1.38% | ||
| SPY annualized return over the backtest window (backtest) | 15.51% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.50 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.89 | ||
| Maximum drawdown, backtest period (backtest) | -13.53% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.53% | ||
| Sharpe ratio, backtest period (backtest) | 0.92 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | ||
| Sortino ratio, backtest period (backtest) | 3.59 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.38% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.02% |
| Annualized turnover, backtest period (backtest) | 14.60 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.36 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 45.82% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 72.67% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
