Composer · investment strategy
by Composer Technologies · via Composer
High‑octane, rules‑based strategy: rides uptrends with leveraged stock funds, but flips into volatility hedges (UVIX + cash‑like/market‑neutral sleeves) or inverse funds when markets overheat or the trend turns down.
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.
2.1% of weight in (IVV: 3.0%)
2 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 ()
10 of 24 funds in its are : PSQ, QLD, SH, SOXL, SPXL, SQQQ, SVXY, TQQQ, UGL, UVIX
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.
Two dials drive it: a long‑term trend test (price vs 200‑day average) and a short‑term heat gauge (RSI, a 0–100 “overbought/oversold” meter). In uptrends it rides fast funds (TQQQ=leveraged Nasdaq, SPXL=leveraged S&P, SVXY=bet on calm). If things look too hot, it flips to UVIX (spikes when stocks drop) plus T‑bills (BIL) and BTAL for ballast. In downtrends it uses hedges (PSQ/SQQQ=short Nasdaq), bonds or gold. It ranks options by recent results and buys the leaders.
High‑octane, rules‑based strategy: rides uptrends with leveraged stock funds, but flips into volatility hedges (UVIX + cash‑like/market‑neutral sleeves) or inverse funds when markets overheat or the trend turns down.
Out-of-sample edge: ~70.5% annualized return, Sharpe ~1.33, Calmar ~2.96, and positive alpha versus SPY’s ~19.5% return and ~1.17 Sharpe. A tactical, hedge-enabled strategy with superior risk-adjusted upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.9M | 2026-10-11 | |
| Backtest regulatory fees | $7,821 | 2026-10-11 | |
| Backtest slippage cost | $63k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, momentum/trend, risk-on/risk-off, tactical allocation, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6,433 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.57 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "IEF", "IOO", "PSQ", "QLD", "QQQ", "QQQE", "SH", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TQQQ", "UGL", "UVIX", "VOOV", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,121 | 2026-10-11 | |
| Out-of-sample length | 526 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 281.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 39k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.53% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 205.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 52.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 52.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.34% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 11.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.80% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.78 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.80% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
