Composer · investment strategy
by Composer Technologies · via Composer
Usually rides tech with leverage (TQQQ/TECL) or semis (SOXX) when the short‑term trend is up. If the market or key sectors look extremely “hot” over ~10 days, it flips to UVXY, which jumps when fear rises. Uses leveraged funds and UVXY, so swings and losses can be large.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (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 ()
3 of 10 funds in its are : 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.
It watches 10‑day RSI (a 0–100 “heat” score of recent ups vs downs) for SPY (S&P 500), QQQ (Nasdaq‑100), VTV (value), VOX (communication), XLP (staples), XLF (financials). If any is very hot (>~78–81), it buys UVXY (a fear/volatility fund). Otherwise it rides tech: buy TQQQ if its 5‑day avg price > 22‑day avg; else buy TECL if the same; else buy SOXX (semiconductors). Very high risk.
Usually rides tech with leverage (TQQQ/TECL) or semis (SOXX) when the short‑term trend is up. If the market or key sectors look extremely “hot” over ~10 days, it flips to UVXY, which jumps when fear rises. Uses leveraged funds and UVXY, so swings and losses can be large.
Regime-switch strategy captures tech momentum with a UVXY hedge for outsized upside. OOS: ~51% annualized vs SPY ~18%; Calmar ~1.22; Sharpe ~1.05 over 832 days. Expect drawdowns around ~42%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $578.9M | 2026-10-11 | |
| Backtest regulatory fees | $996k | 2026-10-11 | |
| Backtest slippage cost | $9.6M | 2026-10-11 |
| AI categories (Composer) | contrarian rsi, leveraged etfs, tech momentum, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 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[ "QQQ", "SOXX", "SPY", "TECL", "TQQQ", "UVXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 571 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 107.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5789k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 156.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.28% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.44% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
