Composer · investment strategy
by Composer Technologies · via Composer
A daily, high-risk swing strategy that uses a simple heat score (RSI) to fade extremes: hedge with UVXY when stocks look overheated; otherwise rotate among leveraged tech/semis/biotech, long bonds (TMF), or cash (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.
2 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 ()
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 = 0-100 heat meter: >80 hot, <30 cold.<br>Daily rules:<br>- If global stocks (IOO) are hot, buy UVXY (volatility).<br>- If US stocks (TQQQ or SPY) are hot, use UVXY only if UVXY is firm; else BIL (T-bills).<br>- If oversold: buy SOXL/TECL; if LABU is washed out, buy the day's bigger loser of LABU/SOXL.<br>- If overheated: short tech/semis (TECS/SOXS); if bonds washed out buy TMF; if QQQ cold buy TECL.<br>- Otherwise hold BIL.
A daily, high-risk swing strategy that uses a simple heat score (RSI) to fade extremes: hedge with UVXY when stocks look overheated; otherwise rotate among leveraged tech/semis/biotech, long bonds (TMF), or cash (BIL).
Out-of-sample: 24.83% annualized return vs 17.92% for the S&P 500, aided by proactive hedging and sector rotations. Calmar ~0.90 signals competitive risk-adjusted upside, with occasional larger drawdowns in volatile regimes.
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) | $1.3M | 2026-10-19 | |
| Backtest regulatory fees | $1,401 | 2026-10-19 | |
| Backtest slippage cost | $11k | 2026-10-19 |
| AI categories (Composer) | biotech, cash, daily, inverse etfs, leveraged etfs, mean reversion, rsi, semiconductors, tactical, tech, treasuries, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 55 | 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", "IOO", "LABU", "QQQ", "SOXL", "SOXS", "SPY", "TECL", "TECS", "TMF", "TMV", "TQQQ", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 |
| Remixes (copies) | 52 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,855 | 2026-10-19 | |
| Out-of-sample length | 2,855 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 54.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.83% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.40% | ||
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 5.35% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.93% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.13% | ||
| Return, trailing 2 weeks (out-of-sample) | 5.42% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.95 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Maximum drawdown, backtest period (backtest) | -27.70% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.70% | ||
| Sharpe ratio, backtest period (backtest) | 1.39 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Sortino ratio, backtest period (backtest) | 4.23 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 34.80% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.95% |
| Annualized turnover, backtest period (backtest) | 13.95 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.88 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.75% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 76.38% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
