Composer · investment strategy
by Composer Technologies · via Composer
If short‑term market heat is extreme, jump into UVXY (a volatility spike fund). Otherwise ride the Nasdaq‑100 trend, often with leverage (TQQQ/QLD), backing off after big daily pops or briefly moving to T‑bills. Very aggressive and volatile.
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.
It’s an all‑in, one‑ETF‑at‑a‑time system.<br>- If many major market/sector funds look “too hot” over ~2 weeks (measured by a speedometer called RSI), it buys UVXY, a fund that jumps when markets fall.<br>- Otherwise it rides the Nasdaq‑100: owns QQQ or 2x/3x versions (QLD/TQQQ) when trends are up, or cash‑like T‑bills (BIL) after big pops. Very aggressive/volatile.
If short‑term market heat is extreme, jump into UVXY (a volatility spike fund). Otherwise ride the Nasdaq‑100 trend, often with leverage (TQQQ/QLD), backing off after big daily pops or briefly moving to T‑bills. Very aggressive and volatile.
Out-of-sample edge: about 118% annualized return vs ~18% for the S&P, Sharpe ~1.52 vs ~1.07, Calmar ~2.28. Higher upside with disciplined risk, but expect substantial drawdowns (~52%) in downturns—suitable for risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.2B | 2026-10-11 | |
| Backtest regulatory fees | $8.2M | 2026-10-11 | |
| Backtest slippage cost | $79.6M | 2026-10-11 |
| AI categories (Composer) | leveraged trend-following, momentum/rsi triggers, nasdaq 100 focus, volatility spike hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 59 | 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) | 0.60 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 14 | 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) | 153.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 72053k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 117.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 479.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.96% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 60.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.99% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.22% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
