Composer · investment strategy
by Composer Technologies · via Composer
A tactical “black swan catcher” that rides the Nasdaq with TQQQ in calm uptrends, rotates into defensive mixes when stress rises, and in rare extremes flips to UVIX to try to profit from volatility spikes. Uses simple heat, trend, and drawdown checks.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (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 ()
4 of 20 funds in its are : SOXL, TMF, TQQQ, UVIX
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.
It reads simple “heat” and trend gauges on tech (QQQ) and bonds.<br>- Extreme cases: if tech looks overheated (RSI = hot/cold meter), it buys UVIX (tends to jump when stocks tumble). If tech just fell ~12% in 6 days, it either buys UVIX after a big 1‑day bounce, buys TQQQ+SOXL if oversold, or moves to a top‑5 defensive mix (healthcare, utilities, staples, gold, US dollar, anti‑beta).<br>- Normal: if price is above its 25‑day trend line, it holds TQQQ. Otherwise it compares stock vs bond strength and chooses TQQQ or a safety mix. Drawdown checks (recent peak‑to‑trough falls) push it to safety when stress rises. Uses leveraged ETFs; expect big swings.
A tactical “black swan catcher” that rides the Nasdaq with TQQQ in calm uptrends, rotates into defensive mixes when stress rises, and in rare extremes flips to UVIX to try to profit from volatility spikes. Uses simple heat, trend, and drawdown checks.
Dynamic, crash-aware strategy seeking Nasdaq upside with leverage (TQQQ), hedges via UVIX and defensives. Out-of-sample return ~20% annualized; risk-managed, diversified drawdown profile offers a compelling complement to the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $182k | 2026-10-11 | |
| Backtest regulatory fees | $630 | 2026-10-11 | |
| Backtest slippage cost | $4,758 | 2026-10-11 |
| AI categories (Composer) | defensive-rotation, leveraged-etfs, nasdaq-tilt, risk-on/risk-off, tactical-allocation, trend+mean-reversion, volatility-hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 114 | 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) | 0.66 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BTAL", "GLD", "GOVT", "IEF", "QQQ", "SOXL", "SPY", "TLT", "TMF", "TQQQ", "USDU", "UVIX", "XLB", "XLE", "XLI", "XLP", "XLRE", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 695 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 90.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1720% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.11% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 36.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
