Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based trader that rides uptrends with 3x stock ETFs (TQQQ/SPXL), jumps into volatility (UVIX) when markets look overheated, and hedges with BTAL/T‑bills or inverse ETFs in downtrends. It selects the two best sub‑systems each day.
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.
2.0% 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.
Each day it: 1) Checks the S&P 500 trend (200‑day avg). 2) Uses RSI—a 0‑100 “hotness” score—to spot extremes across SPY, IOO, VOOV/VTV, QQQE, XLF, TQQQ. Uptrends: if overheated, buy UVIX (2x ‘fear’) plus BIL (T‑bills) and BTAL (defensive). If not, ride TQQQ (3x Nasdaq) or SPXL (3x S&P). Downtrends: use PSQ/SQQQ (inverse Nasdaq), BTAL or short‑term bonds. It picks the two best sub‑modules and rebalances daily.
A fast, rules‑based trader that rides uptrends with 3x stock ETFs (TQQQ/SPXL), jumps into volatility (UVIX) when markets look overheated, and hedges with BTAL/T‑bills or inverse ETFs in downtrends. It selects the two best sub‑systems each day.
Out-of-sample shows higher risk-adjusted gains: oos Sharpe ~1.36 vs SPY ~1.17, Calmar ~2.36. Regime-aware leverage + volatility hedges aim for bigger upside than the S&P, with higher drawdowns (~33% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.3M | 2026-10-11 | |
| Backtest regulatory fees | $9,008 | 2026-10-11 | |
| Backtest slippage cost | $73k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, rules-based trend following, tactical rotation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,147 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.77 | 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) | 0.34 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 527 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 287.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 43k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 78.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 235.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.61% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 8.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.95 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 70.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.84% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
