Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “buy the dip, fade the rip” system around 3x stock ETFs. Overheated → UVXY (fear hedge). Washed‑out → buy the 3x fund. In between → hold QQQ, Costco, UnitedHealth, and a semiconductor ETF. 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.
0.1% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
4 of 8 funds in its are : SOXL, SPXL, 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 runs three mini-bots tied to 3x funds on the S&P 500 (SPXL), Nasdaq‑100 (TQQQ), and semiconductors (SOXL). Each day it checks a 10‑day “hot/cold” gauge (RSI):<br>- If very hot (>80): switch to UVXY, which jumps when markets get scared.<br>- If very cold (<30): buy that 3x fund (bet on a bounce).<br>- Otherwise: hold QQQ, Costco (COST), UnitedHealth (UNH), and VanEck Semis (SMH).
A daily, rules-based “buy the dip, fade the rip” system around 3x stock ETFs. Overheated → UVXY (fear hedge). Washed‑out → buy the 3x fund. In between → hold QQQ, Costco, UnitedHealth, and a semiconductor ETF. High risk.
Out-of-sample annualized return ~44.8% vs ~20.8% for SPY; Calmar ~1.50 with a disciplined volatility hedge. Drawdowns are larger (~29.8% vs ~18.8%), but upside and recovery outperform the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.5M | 2026-10-11 | |
| Backtest regulatory fees | $6,747 | 2026-10-11 | |
| Backtest slippage cost | $57k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, rsi, semiconductors, tactical allocation, technology, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 44 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "COST", "QQQ", "SMH", "SOXL", "SPXL", "TQQQ", "UNH", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,721 | 2026-10-11 | |
| Out-of-sample length | 973 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.54% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 75k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 318.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 41.05% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.97% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.83% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.78 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
