Composer · investment strategy
by Composer Technologies · via Composer
Daily, high‑octane plan: buy top nuclear‑energy names in uptrends, short tech in downtrends, jump into a UVXY+BTAL crash hedge when markets look overheated, and buy 3x index funds on deep dips. Uses RSI and trend filters; very aggressive.
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.
4 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
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 ()
0.0% 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 20 funds in its are : PSQ, SQQQ, TQQQ, UPRO, 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 runs daily and switches modes: 1) If markets look “too hot” (RSI, a 0–100 heat gauge, is ~80+ on broad indexes/sectors), it moves to a crash hedge: ~75% UVXY (volatility fund) + ~25% BTAL (defensive, long low‑risk stocks/short high‑risk). 2) If things look “washed out” (RSI ~30 or less), it buys 3x index funds for a rebound (TQQQ for big tech; UPRO for the S&P 500). 3) Otherwise it checks trend: in uptrends it holds the strongest nuclear‑energy names (SMR, BWXT, LEU, EXC, NLR, OKLO); in downtrends it rotates among bearish tech funds (PSQ, SQQQ) or briefly long tech (QQQ/TQQQ) using short‑term signals and bond strength (TLT/IEF).
Daily, high‑octane plan: buy top nuclear‑energy names in uptrends, short tech in downtrends, jump into a UVXY+BTAL crash hedge when markets look overheated, and buy 3x index funds on deep dips. Uses RSI and trend filters; very aggressive.
Out-of-sample edge: ~57% annualized return vs ~17% for the S&P, Calmar ~0.96—strong risk-adjusted upside. Leveraged hedges and a nuclear-energy tilt aim to amplify gains while offering crash protection, though drawdowns can be sizable.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $839k | 2026-10-11 | |
| Backtest regulatory fees | $2,379 | 2026-10-11 | |
| Backtest slippage cost | $19k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, nuclear energy, tactical, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 182 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "BWXT", "EXC", "IEF", "IOO", "LEU", "NLR", "OKLO", "PSQ", "QQQ", "SMR", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO", "UVXY", "VOX", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 909 | 2026-10-11 | |
| Watchers | 298 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,140 | 2026-10-11 | |
| Out-of-sample length | 498 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 166.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8290% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 143.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -19.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.86% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -43.90% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -43.90% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -14.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.36% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 71.42% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.09% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 48.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.46% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 47.79% | 2026-10-11 |
Collective2
Composer Technologies · Composer
