Composer · investment strategy
by Composer Technologies · via Composer
A fast, rule‑based tactician: hedges with UVXY when markets look overheated, buys leveraged tech/market funds on sharp dips, rides trends otherwise, and shifts to cash/bonds/gold when risk jumps. Uses a 0–100 “heat gauge” (RSI) and moving averages.
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.
6 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.
0.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · not identified: DIA 9%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 89% · 2026-10-11 ()
91.4% 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 ()
13 of 30 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TECL, TECS, TMF, TMV, TQQQ, UDOW, UGL, 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.
Rules watch a heat gauge (RSI 0–100) and trend lines.<br>Overheated: buy UVXY, a fund that jumps when market fear spikes (short‑term hedge).<br>Washed‑out: buy 3x bull funds (TECL, SOXL, SPXL, TQQQ) to catch rebounds.<br>Else: ride trends via moving averages, choosing 3x or safer 1x (SPY/QQQ/DIA).<br>If risk spikes: park in BIL (T‑Bills), Treasuries (TMF/TMV), or gold (UGL). Sometimes use SVXY when fear fades.
A fast, rule‑based tactician: hedges with UVXY when markets look overheated, buys leveraged tech/market funds on sharp dips, rides trends otherwise, and shifts to cash/bonds/gold when risk jumps. Uses a 0–100 “heat gauge” (RSI) and moving averages.
Out-of-sample edge: Sharpe 1.31 vs SPY 1.19; annualized return 67.6% vs 19.8%; Calmar 2.02; alpha ~0.41%. A tactical, regime-aware strategy that hedges, buys on dips, follows trends, and shifts defensively to beat the S&P with disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $103.1B | 2026-10-11 | |
| Backtest regulatory fees | $224.6M | 2026-10-11 | |
| Backtest slippage cost | $2.2B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, sector rotation, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,199 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DIA", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UGL", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.16 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 306 | 2026-10-11 | |
| Watchers | 70 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 522 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 204.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1031374k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.55% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 191.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.42% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
