Composer · investment strategy
by Composer Technologies · via Composer
Switches to a volatility‑spike fund (UVXY) when many indexes/sectors look overheated; otherwise rides the Nasdaq with 3x/2x leverage (TQQQ/QLD) or plain QQQ, briefly moving to T‑bills (BIL) after rebounds and dialing risk by trend/drawdown.
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 ()
5 of 15 funds in its are : FAS, QLD, 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.
First it checks many stock funds for short‑term “overheating” using RSI (a 10‑day speedometer of recent gains; >~80 = very hot). Funds watched: SPY, QQQ/QQQE, VTV, VOOG/VOOV, VOX, XLP, XLY, TECL, FAS, TQQQ. If any look very hot, it buys UVXY, which often jumps when fear/volatility spikes after hot runs. If not, it rides the Nasdaq: after a 10%+ recent drop it uses QQQ then briefly hides in BIL (T‑bills) after a small rebound; if trends are strong it uses TQQQ, later stepping down to QLD.
Switches to a volatility‑spike fund (UVXY) when many indexes/sectors look overheated; otherwise rides the Nasdaq with 3x/2x leverage (TQQQ/QLD) or plain QQQ, briefly moving to T‑bills (BIL) after rebounds and dialing risk by trend/drawdown.
Out-of-sample edge: ~118% annualized return vs ~18% S&P; Sharpe ~1.57 vs ~1.07; Calmar ~2.85. Nasdaq-tilted with a volatility hedge targets big upside with disciplined risk; drawdowns can be larger (~41% vs ~19%).
SPY Alpha: 1.16 | BTC Alpha: 1.15 SPY R²: 0.20 | BTC R²: 0.05 Annual Return: 231% Sharpe Ratio: 2.19 (highest!) Complexity: Moderate (16 IF nodes, 17 assets)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.9B | 2026-10-11 | |
| Backtest regulatory fees | $3.5M | 2026-10-11 | |
| Backtest slippage cost | $33.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum + mean reversion, risk‑on/risk‑off, tactical timing, tech‑tilted, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 71 | 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[ "BIL", "FAS", "QLD", "QQQ", "QQQE", "SPY", "TECL", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 567 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 143.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 38807k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 117.65% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 477.16% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 45.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.77 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
