Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical “fade extremes” strategy: overbought → long volatility (UVXY/BTAL); oversold → buy the dip (TQQQ/UPRO). Otherwise short tech in downtrends and sit in T‑bills in uptrends. Uses leveraged ETFs and UVXY—very high risk and swingy.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 15 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 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 a 0–100 “heat” score (RSI, 10‑day). When markets look very hot (>79–81 on SPY/IOO/tech/sectors), it bets on a volatility jump: mostly UVXY, or 75% UVXY/25% BTAL. When very cold (<30), it buys the dip with TQQQ or UPRO. If neither, and the long‑term trend is down, it shorts tech (SQQQ/PSQ) with rules to flip to QQQ/TQQQ on bounces; if trend is up, it mostly parks in T‑bills (BIL). Rebalances daily.
A fast, tactical “fade extremes” strategy: overbought → long volatility (UVXY/BTAL); oversold → buy the dip (TQQQ/UPRO). Otherwise short tech in downtrends and sit in T‑bills in uptrends. Uses leveraged ETFs and UVXY—very high risk and swingy.
Out-of-sample annualized return ~37% vs SPY ~18%; Calmar ~1.46; Sharpe ~1.0. Lower market beta (~0.7) with volatility hedges aims for outsized upside in volatility, accepting higher drawdowns. Stronger risk-adjusted growth vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3B | 2026-10-11 | |
| Backtest regulatory fees | $3.8M | 2026-10-11 | |
| Backtest slippage cost | $36.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, risk‑on/risk‑off, tactical allocation, trend/mean‑reversion, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 176 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "IEF", "IOO", "PSQ", "QQQ", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO", "UVXY", "VOX", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 503 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 128.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 23156k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.52% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 70.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
