Composer · investment strategy
by Composer Technologies · via Composer
Chases short, sharp volatility spikes when stocks look overheated, buys oversold dips with 3× tech/semis/S&P, and otherwise rotates between hot tech and calmer diversifiers (managed futures, long/short, long USD). High risk, big swings.
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.
1 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%)
No funds · not identified: FNGU 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
7 of 20 funds in its are : FAS, FNGU, SOXL, SPXL, TECL, 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” gauge of recent buying; >~80 = very hot, <~30 = washed‑out.<br>1) If broad/sector stock funds look very hot, buy UVXY (benefits when volatility jumps).<br>2) If no hot signal: after a spike, hold VIXM or flip to SPXL based on S&P’s tone.<br>3) Else buy dips: if tech/semis/S&P are washed‑out, buy TECL/SOXL/SPXL (3× bulls).<br>4) If no dips: if tech beats managed futures (KMLM), go FNGU; else sit in the calmest of KMLM/FTLS/UUP.<br>Very aggressive; expect big swings.
Chases short, sharp volatility spikes when stocks look overheated, buys oversold dips with 3× tech/semis/S&P, and otherwise rotates between hot tech and calmer diversifiers (managed futures, long/short, long USD). High risk, big swings.
Strong out-of-sample edge: Sharpe ~1.76 vs SPY ~1.28; annualized return ~143% vs ~23%; Calmar ~5.5. Higher risk-adjusted gains from volatility-trend bets, with larger drawdowns (~26% vs ~14%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $41k | 2026-10-11 | |
| Backtest regulatory fees | $72 | 2026-10-11 | |
| Backtest slippage cost | $529 | 2026-10-11 |
| AI categories (Composer) | leveraged equities, long/short, managed futures, mean reversion, risk-on/risk-off, sector rotation, volatility spikes | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 90 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "FAS", "FNGU", "FTLS", "KMLM", "QQQE", "SOXL", "SPXL", "SPY", "TECL", "TQQQ", "UUP", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.66 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 109 | 2026-10-11 | |
| Watchers | 37 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 401 | 2026-10-11 | |
| Out-of-sample length | 401 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 143.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 312.54% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 143.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 312.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.22% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 76.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 76.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.74% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.72% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.16 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 69.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 69.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.37% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
