Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, rules‑based rotator that swings between leveraged plays in tech (esp. NVDA), volatility (UVXY/UVIX), and gold miners, or sits in T‑bills. It uses RSI “heat” and trend filters to buy dips, fade excess, and manage risk. 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.
5 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.
0.3% of weight in (IVV: 3.0%)
4 funds (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. : 100% · 2026-10-11 ()
75.3% 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 ()
21 of 43 funds in its are : CURE, DRN, GDXD, GDXU, HIBL, NVD, NVDL, PSQ, RETL, SOXL, SOXS, SPXL, SQQQ, TECL, TMF, TQQQ, UGE, UTSL, UVIX, UVXY, WANT
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 runs several mini‑systems. They watch simple speedometers of recent price moves (RSI) and trend lines (moving averages). When indexes look overheated, it buys VIX funds (UVXY/UVIX). When NVDA/tech look strong or washed out, it rides 2x/3x funds (NVDL, SOXL/TECL) or shorts when too hot. If nothing lines up, it parks in T‑bills (BIL/SHV). Another block trades 3x gold‑miner ETNs (GDXU/GDXD) the same way.
A high‑octane, rules‑based rotator that swings between leveraged plays in tech (esp. NVDA), volatility (UVXY/UVIX), and gold miners, or sits in T‑bills. It uses RSI “heat” and trend filters to buy dips, fade excess, and manage risk. Very high risk.
Out-of-sample, this strategy delivers ~75% annualized return vs SPY’s ~24%, with a Calmar ratio near 3.0 and strong risk-adjusted upside. It diversifies across tech, volatility, and miners—though it may endure larger drawdowns (~25%).
run it you pussy
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $490k | 2026-10-11 | |
| Backtest regulatory fees | $885 | 2026-10-11 | |
| Backtest slippage cost | $7,194 | 2026-10-11 |
| AI categories (Composer) | gold miners, leveraged etfs, mean reversion, risk-on/off, sector rotation, tech/nvda momentum, trend following, vix/volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 223 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGGY", "BBJP", "BIL", "BTAL", "CURE", "DFJ", "DRN", "FLUD", "FMAT", "GDXD", "GDXU", "HIBL", "IBTK", "IEF", "IOO", "LQD", "NVD", "NVDA", "NVDL", "PSQ", "QQQ", "RETL", "SBND", "SHV", "SHY", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ", "TSLA", "UGE", "UTSL", "UVIX", "UVXY", "VTIP", "WANT", "WTMF", "XLB" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 775 | 2026-10-11 | |
| Out-of-sample length | 341 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 253.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4798% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 75.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 114.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.82% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -15.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.82% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 85.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 85.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.17 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.28% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
