Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical: buy 3× stock ETFs after fast drops (QQQ→TQQQ, SPY→UPRO), buy a VIX ETF after sharp run-ups (UVXY), otherwise sit in a defensive choice (XLP or VBF). Single holding at a time. High risk and whipsaw prone.
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%)
No funds · not identified: VBF 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 7 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 checks how stretched the market’s been over ~10 days. If Nasdaq-100 looks washed out, buy TQQQ (leveraged Nasdaq). If it looks very hot, buy UVXY (a VIX fund that jumps when stocks drop). Else test the S&P 500: oversold → UPRO; overbought → UVXY. If neither is extreme, park in XLP (consumer staples) or VBF (bond fund), choosing the one that’s more beaten down. 100% in one holding, rechecked daily. Very risky.
Daily tactical: buy 3× stock ETFs after fast drops (QQQ→TQQQ, SPY→UPRO), buy a VIX ETF after sharp run-ups (UVXY), otherwise sit in a defensive choice (XLP or VBF). Single holding at a time. High risk and whipsaw prone.
Out-of-sample, this tactical, single-asset strategy delivers competitive risk-adjusted returns vs the S&P 500: ~21.8% annualized vs ~23.1% SPY, Calmar ~0.96, 566-day test. It uses leverage to capture rebounds and hedges to manage risk.
Simple over bought short, oversold long, else safety. V0.0 1999 OmMmeWyyAu0IRN2yOP6k V0.1 2007 kiDeuru1YyelQwScxY3w V0.2 2010 ypiH4gUExgUl2DVUOIDE V0.3 2011 lTlcbW9weIiYvck3qK1j
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34.2M | 2026-10-19 | |
| Backtest regulatory fees | $115k | 2026-10-19 | |
| Backtest slippage cost | $1.1M | 2026-10-19 |
| AI categories (Composer) | daily tactical, defensive rotation, leveraged etfs, mean-reversion, rsi contrarian, single-position, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 27 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPY", "TQQQ", "UPRO", "UVXY", "VBF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-19 |
| Remixes (copies) | 87 | 2026-10-19 | |
| Watchers | 23 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 395 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 72.00% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 342k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.75% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.61% | ||
| Return, trailing 1 day (out-of-sample) | -0.65% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.92% | ||
| Return, trailing 1 week (out-of-sample) | 3.95% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 25.61% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 21.96% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.68% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.02% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.60 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | ||
| Maximum drawdown, backtest period (backtest) | -27.70% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.66% | ||
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Sortino ratio, backtest period (backtest) | 4.13 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 34.53% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.89% |
| Annualized turnover, backtest period (backtest) | 58.25 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.23 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.03% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 47.85% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
