Composer · investment strategy
by Composer Technologies · via Composer
A daily, regime-aware, high-octane trader. It uses a “hot/cold” meter (RSI), short-term returns, and bond/commodity cues to flip between 3x tech/semis, volatility (UVXY), inverse ETFs, or bond plays—usually choosing the most volatile option. Very high risk.
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 2026-10-19
: 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. : 96% · 2026-10-19 ()
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% · 2026-10-19 ()
39 of 64 funds in its are : AAPU, AMZU, CURE, DRV, EDC, ERX, EUO, HIBL, JDST, LABD, LABU, MSFU, MVV, NVDU, PSQ, QLD, SARK, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TSLL, TYO, UCO, UPRO, USD, UVXY, YCS, YINN
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.
Every day it checks: 1) a “hot/cold” score (RSI: 0–100; >70–80 = stretched up, <30 = stretched down), 2) very recent returns, 3) stock/bond/commodity trends.<br>• If stocks are too hot, it buys volatility (UVXY).<br>• If they’re washed out and bonds agree, it buys 3x tech/semis (SOXL, TQQQ, TECL, UPRO). If bonds/commodities flash risk, it uses inverse ETFs (SQQQ/SOXS/SPXS) or TMF/TMV.<br>It often picks the choice with the biggest recent swings (20‑day volatility). Very high risk.
A daily, regime-aware, high-octane trader. It uses a “hot/cold” meter (RSI), short-term returns, and bond/commodity cues to flip between 3x tech/semis, volatility (UVXY), inverse ETFs, or bond plays—usually choosing the most volatile option. Very high risk.
Dynamic, regime-aware strategy that hunts rapid swings in tech/vols and bonds. Out-of-sample annualized ~15.8% with hedges and leverage, offering diversification vs the S&P 500—yet higher drawdown risk in stress moments.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $22k | 2026-10-19 | |
| Backtest regulatory fees | $189 | 2026-10-19 | |
| Backtest slippage cost | $1,465 | 2026-10-19 |
| AI categories (Composer) | daily, leveraged etfs, momentum and mean reversion, multi-asset, regime switching, tactical, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,005 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPU", "AGG", "AMD", "AMZU", "BIL", "BSV", "CURE", "DBC", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "IEI", "IWM", "JDST", "LABD", "LABU", "MSFU", "MVV", "NVDU", "PSQ", "PUI", "QLD", "QQQ", "SARK", "SH", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TARK", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLL", "TSM", "TYO", "UCO", "UPRO", "USD", "UUP", "UVXY", "VIXY", "YCS", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 757 | 2026-10-19 | |
| Out-of-sample length | 630 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 30.41% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 122.27% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.75% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.74% | ||
| Return, trailing 1 day (out-of-sample) | -10.80% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -26.59% | ||
| Return, trailing 1 week (out-of-sample) | 0.31% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -31.82% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -15.22% | ||
| Return, trailing 2 weeks (out-of-sample) | 12.64% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -1.30% | ||
| SPY annualized return over the backtest window (backtest) | 22.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.45 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.23 | ||
| Maximum drawdown, backtest period (backtest) | -67.43% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -67.43% | ||
| Sharpe ratio, backtest period (backtest) | 0.74 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | ||
| Sortino ratio, backtest period (backtest) | 1.16 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 94.71% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 94.23% |
| Annualized turnover, backtest period (backtest) | 88.55 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.40 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 51.12% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.16% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
