Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based swing system: overheated markets → bet on a volatility spike (UVXY). Otherwise ride tech using QQQ trend/momentum, often via 3x funds; may short small caps in choppy trends. 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.
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.
0.2% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
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 ()
6 of 12 funds in its are : RWM, SOXL, SVXY, TECL, 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.
10‑day RSI (a short‑term “hotness” score) on SPY/QQQ and key sectors. If any are overheated (~80), buy UVXY (a bet on a volatility jump). Else follow QQQ’s trend: below 400‑day avg → usually 3x tech + SVXY; above 200‑day avg → 3x tech; between → short small caps (RWM). If momentum is weak, hold QQQ. RSI=hotness; TQQQ/TECL/SOXL=3x tech; UVXY=long vol; SVXY=short vol; RWM=short small caps; QQQ=Nasdaq‑100.
Aggressive, rules-based swing system: overheated markets → bet on a volatility spike (UVXY). Otherwise ride tech using QQQ trend/momentum, often via 3x funds; may short small caps in choppy trends. Very high risk.
Out-of-sample, this strategy delivers ~56.5% annualized returns vs ~17.8% for the S&P, with a Calmar ~1.19—suggesting strong risk-adjusted upside. Focused on tech leadership and volatility timing, it comes with meaningful drawdown risk (~47%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3B | 2026-10-11 | |
| Backtest regulatory fees | $1.7M | 2026-10-11 | |
| Backtest slippage cost | $16.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, momentum, sector signals, tactical, trend following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 47 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "RWM", "SOXL", "SPY", "SVXY", "TECL", "TQQQ", "UVXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 569 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 119.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12738k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 175.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.77% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.67% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.98 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
