Composer · investment strategy
by Composer Technologies · via Composer
Daily, one-position, contrarian switch: buy UVXY when markets look overheated; buy 3x bull ETFs (TQQQ/SOXL/SPXL) when deeply oversold; otherwise sit in T‑bills. Aims to catch quick reversals; very 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.
2 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.
0.0% 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% · 2026-10-11 ()
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 5 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.
Every day it checks a 0–100 “heat” score (RSI) over ~2 weeks for fast-moving stock funds. >80 = very hot; <30 = very cold.<br>• If TQQQ or SPXL look very hot, it buys UVXY (a volatility fund that jumps when stocks drop).<br>• If TQQQ, SOXL, or SPXL look very cold, it buys that 3x bull fund.<br>• Else it holds BIL (T‑bills). Only one holding at a time.
Daily, one-position, contrarian switch: buy UVXY when markets look overheated; buy 3x bull ETFs (TQQQ/SOXL/SPXL) when deeply oversold; otherwise sit in T‑bills. Aims to catch quick reversals; very high risk.
Out-of-sample annualized return ~33.4% vs S&P 500 ~20.8%; positive alpha. Calmar ~1.47 signals solid risk-adjusted efficiency, though drawdowns can be larger (~22.7%). Potential for bigger upside by riding short-term mean-reversions in leveraged ETFs.
okhi2u mod to juice the logic to only hold one position at a time so no longer holding BIL still while going UVXY or 3x long which increases profits at the expense of max DD.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.8M | 2026-10-11 | |
| Backtest regulatory fees | $9,208 | 2026-10-11 | |
| Backtest slippage cost | $77k | 2026-10-11 |
| AI categories (Composer) | contrarian, daily rebalancing, leveraged etfs, mean reversion, rsi-based, single-position, tactical, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "SOXL", "SPXL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 53 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 969 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 54.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 68k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 203.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.35% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 77.50% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
