Composer · investment strategy
by Composer Technologies · via Composer
A daily 70% tactical sleeve: if the S&P 500 looks overheated (high RSI), it shifts to a volatility hedge (UVXY). Otherwise it flips between aggressive semis (SOXL) and defensive long Treasuries (TMF) using credit vs tech momentum. ~30% remains in cash.
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 2026-07-31)
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 ()
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 ()
3 of 6 funds in its are : SOXL, TMF, 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 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.
4 missing
The text the rules are quoted from, with where it came from.
70% is traded; ~30% stays in cash. Tickers: SPY=S&P 500; QQQ=big tech; HYG=junk bonds; SOXL=3x semis; TMF=3x long Treasuries; UVXY=leveraged VIX (volatility). RSI gauges how fast price rose vs fell (0–100). If SPY’s 13‑day RSI > 70, buy UVXY. Else, if HYG’s 14‑day RSI > QQQ’s 5‑day RSI, buy SOXL; otherwise buy TMF. Checks daily. Uses leveraged ETFs (high risk, short-term).
A daily 70% tactical sleeve: if the S&P 500 looks overheated (high RSI), it shifts to a volatility hedge (UVXY). Otherwise it flips between aggressive semis (SOXL) and defensive long Treasuries (TMF) using credit vs tech momentum. ~30% remains in cash.
Out-of-sample: ~65% annualized return vs SPY ~20%, Sharpe ~1.0, Calmar ~0.97. A high-conviction, volatility-hedged strategy with a ~30% cash cushion. Strong upside in trend regimes; but expect larger drawdowns than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1B | 2026-10-11 | |
| Backtest regulatory fees | $3.1M | 2026-10-11 | |
| Backtest slippage cost | $29.4M | 2026-10-11 |
| AI categories (Composer) | credit vs equity, daily rebalancing, leveraged etfs, momentum, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "HYG", "QQQ", "SOXL", "SPY", "TMF", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 195 | 2026-10-11 | |
| Watchers | 59 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 437 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 117.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11266k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 138.16% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.35% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 97.79% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 97.75% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -4.48% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -45.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -68.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -66.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 74.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 97.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.55 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.65% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
