Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑octane strategy: fade overheated tech with UVXY, buy 3x tech (TECL/SOXL) on uptrends or deep dips, and park in cash or bond trades when volatility or defensives dominate. Very aggressive with frequent switching.
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 2026-10-11
: 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 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
100.0% 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 ()
11 of 27 funds in its are : ERX, FAS, SOXL, SVXY, TECL, TECS, TMF, TMV, TQQQ, 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.
Rebalances daily. It watches a “hot/cold” meter (RSI) on a tech‑heavy index (TQQQ/QQQ). When markets are overheated (RSI ~80 or big 1‑day pop), it bets on a pullback via UVXY (fear spikes) or TECS. When washed‑out (RSI ~30) or trend is up (above 25‑day avg), it buys TECL/SOXL (3x tech). If turbulence rises or defensives beat tech, it parks in BIL (cash‑like) or uses bonds (TMF/TMV); when fear fades it may use SVXY. Very aggressive.
A daily, high‑octane strategy: fade overheated tech with UVXY, buy 3x tech (TECL/SOXL) on uptrends or deep dips, and park in cash or bond trades when volatility or defensives dominate. Very aggressive with frequent switching.
Aggressive, regime‑driven tech strategy: OOS annualized return ~52.8% vs S&P ~22.7%; Calmar ~1.18. Expect larger drawdowns (~44.8% vs ~18.8%), but potential for outsized upside with hedges and rapid risk‑on/off shifts.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $354.1B | 2026-10-11 | |
| Backtest regulatory fees | $1.4B | 2026-10-11 | |
| Backtest slippage cost | $6.4B | 2026-10-11 |
| AI categories (Composer) | daily, leveraged etfs, mean reversion, risk-on/risk-off, tactical, tech-focused, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,044 | 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", "BND", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SOXL", "SPY", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 |
| Remixes (copies) | 143 | 2026-10-11 | |
| Watchers | 29 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 893 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 232.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3540987k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 349.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 72.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 78.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 62.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
