Composer · investment strategy
by Composer Technologies · via Composer
A daily, equal‑weighted trio (S&P, Nasdaq, Semis) that buys 3x ETFs on dips, hedges with UVXY when overheated, and otherwise holds a simple 60/40 or cash. The bond sleeve flips TLT↔SHY using recent bond vs T‑bill momentum.
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.
4 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.
0.7% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
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 11 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.
Equal‑weights three mini‑bots (S&P, Nasdaq, Semis). Each day, a 10‑day RSI heat meter on the 3x ETF drives state: RSI>80 → UVXY (vol hedge); RSI<30 → buy 3x; else: if 10‑day return of SPY/QQQ/SMH>0 → 60% SPY/QQQ/SMH + 40% bonds (TLT if BND≥BIL over 40d, else SHY); if not → BIL. Rebalances daily. Tickers: SPY=US stocks, QQQ=big tech, SMH=semis, TLT/SHY=long/short Treasuries, BIL=T‑bills, UVXY=vol; RSI=0–100 heat meter.
A daily, equal‑weighted trio (S&P, Nasdaq, Semis) that buys 3x ETFs on dips, hedges with UVXY when overheated, and otherwise holds a simple 60/40 or cash. The bond sleeve flips TLT↔SHY using recent bond vs T‑bill momentum.
Out-of-sample, this strategy aims ~42.7% annualized return with a Sharpe ~1.38 and Calmar ~1.62—far above the S&P’s ~20.7% return. Expect higher drawdowns (~26% vs ~19%), but far stronger risk‑adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.7M | 2026-10-11 | |
| Backtest regulatory fees | $8,276 | 2026-10-11 | |
| Backtest slippage cost | $71k | 2026-10-11 |
| AI categories (Composer) | 60/40, daily rebalance, leveraged etfs, momentum and mean‑reversion, risk‑on/risk‑off, tactical, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 62 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "QQQ", "SHY", "SMH", "SOXL", "SPXL", "SPY", "TLT", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 61 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 974 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 27k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 295.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.41% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.97% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.39% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.39% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.92% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
