Composer · investment strategy
by Composer Technologies · via Composer
When key indexes/sectors look very overbought, it shifts into long‑volatility funds (UVXY/UVIX) that can pop if stocks pull back. Otherwise it rides big tech with leverage: 2x MSFT or 2x AAPL if they lag QQQ, else 3x QQQ. Very high risk, short‑term.
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 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
7 of 18 funds in its are : AAPX, FAS, MSFX, TECL, TQQQ, UVIX, 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.
It watches a set of broad-market and sector funds (S&P 500, Nasdaq‑100, growth/value, tech, comms, staples; incl. some 3x versions). If any look extremely “hot” over ~2 weeks (RSI— a short‑term hot/cold meter—above ~79–80), it flips into UVXY/UVIX—funds tied to the VIX “fear index” that often jump when stocks drop.<br>Otherwise it goes on offense: if Microsoft or Apple lag QQQ that day, it buys a 2x version of that stock (MSFX or AAPX); if not, it buys 3x QQQ (TQQQ). High risk; short‑term use.
When key indexes/sectors look very overbought, it shifts into long‑volatility funds (UVXY/UVIX) that can pop if stocks pull back. Otherwise it rides big tech with leverage: 2x MSFT or 2x AAPL if they lag QQQ, else 3x QQQ. Very high risk, short‑term.
Out-of-sample: ~26.1% annualized return vs ~17.5% for the S&P, but ~64.5% max drawdown vs ~18.8% and higher volatility. Potential for larger upside through tech/Nasdaq exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $45k | 2026-10-11 | |
| Backtest regulatory fees | $436 | 2026-10-11 | |
| Backtest slippage cost | $3,136 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long-vol hedge, mean reversion, rsi-overbought, short-term, tactical, tech/nasdaq tilt | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 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) | 0.93 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AAPX", "FAS", "MSFT", "MSFX", "QQQ", "QQQE", "SPY", "TECL", "TQQQ", "UVIX", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 688 | 2026-10-11 | |
| Out-of-sample length | 566 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 346.84% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 4.75% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 21.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -11.54% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -11.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 6.55% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -64.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -64.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 66.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 69.77% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 152.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 145.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
