Composer · investment strategy
by Composer Technologies · via Composer
Daily contrarian model: fade overheated markets with UVXY/BTAL; buy deep dips with TQQQ/UPRO; otherwise sit in T‑Bills (BIL). It uses a 10‑day RSI as a trigger. High risk due to UVXY and 3x ETFs. Roughly 60% of capital follows this logic.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
3 of 11 funds in its are : 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.
Each day it reads a 10‑day “speedometer” (RSI) on SPY (US stocks), IOO (global 100), TQQQ (tech‑heavy), VTV (value), XLF (financials), VOX (communications), XLY (consumer). If any look very hot (>79), it flips defensive: if extreme (>81) it buys UVXY (VIX/volatility); otherwise 75% UVXY + 25% BTAL (defensive). If very weak (<30), it buys TQQQ (3x Nasdaq) or UPRO (3x S&P). Else it holds BIL (T‑Bills). About 60% uses this module.
Daily contrarian model: fade overheated markets with UVXY/BTAL; buy deep dips with TQQQ/UPRO; otherwise sit in T‑Bills (BIL). It uses a 10‑day RSI as a trigger. High risk due to UVXY and 3x ETFs. Roughly 60% of capital follows this logic.
Out-of-sample annualized return ~20.9% vs S&P 18.6%, with tactical drift into UVXY/BTAL during overbought regimes and dip buys via 3x ETFs during pullbacks. Daily rebalances aim to seize mean-reversion while managing risk—though volatility can be higher.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $37.9M | 2026-10-19 | |
| Backtest regulatory fees | $62k | 2026-10-19 | |
| Backtest slippage cost | $579k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, risk-on/risk-off, rsi timing, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 131 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "IOO", "SPY", "TQQQ", "UPRO", "UVXY", "VOX", "VTV", "XLF", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 29 | 2026-10-19 | |
| Watchers | 15 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 458 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 73.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 379k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.90% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.67% | ||
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 3.60% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 27.77% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.49% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.66% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 10.59% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.89 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Maximum drawdown, backtest period (backtest) | -25.33% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.67% | ||
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | ||
| Sortino ratio, backtest period (backtest) | 4.40 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 37.56% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.60% |
| Annualized turnover, backtest period (backtest) | 29.98 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.30 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 46.13% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 71.40% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
