Composer · investment strategy
by Composer Technologies · via Composer
All‑in, daily strategy using RSI extremes. Buys UVXY when the market looks overheated; otherwise buys oversold 3x tech/semis/biotech, flips to 3x inverse when too hot, or TMF for bonds; else parks in T‑bills. 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.
2 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 ()
9 of 13 funds in its are : LABU, SOXL, SOXS, TECL, TECS, TMF, TMV, 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.
RSI is a 0–100 “heat meter” for price moves (>80 very hot, <30 very cold). IOO=global stocks; SPY=S&P 500; TQQQ=3x Nasdaq; UVXY=volatility; SOXL/TECL/LABU=3x bulls (semis/tech/biotech); SOXS/TECS=3x bears; TMF=3x long Treasuries; BIL=T‑bills.<br>Daily: if the market looks too hot (RSI>80 on IOO/SPY/TQQQ) buy UVXY; else buy oversold bulls (RSI<30/22), or bears when bulls are hot (>80), or TMF if bonds are washed out; else BIL. Trades only if a UVXY‑RSI (~60‑day) vol filter is above ~40.
All‑in, daily strategy using RSI extremes. Buys UVXY when the market looks overheated; otherwise buys oversold 3x tech/semis/biotech, flips to 3x inverse when too hot, or TMF for bonds; else parks in T‑bills. Very high risk.
Out-of-sample edge: ~26.3% annualized vs SPY ~17.9%, with Calmar ~0.95. Daily rotations into volatility, leveraged tech/biotech, and bonds (with cash fallback) target higher upside—accept higher drawdowns for growth.
IOO Check + 100% win rate uvxy + high win rate basic RSI checks
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $221k | 2026-10-11 | |
| Backtest regulatory fees | $236 | 2026-10-11 | |
| Backtest slippage cost | $1,816 | 2026-10-11 |
| AI categories (Composer) | cash fallback, daily tactical, inverse etfs, leveraged etfs, mean reversion, sector rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 304 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IOO", "LABU", "QQQ", "SOXL", "SOXS", "SPY", "TECL", "TECS", "TMF", "TMV", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,849 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2107% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 67.76% | 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) | 23.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.37% | 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) | 14.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 77.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
