Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based swing strategy that flips between 3x tech/semis, volatility (UVXY/SVXY), bonds/cash, and defensives. It uses “hot/cold” (RSI), VIX trend, and bond signals to sell rips, buy dips, or stand aside when risk spikes.
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.
11 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.
19.3% of weight in (IVV: 3.0%)
7 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. : 93% · 2026-10-11 ()
66.5% 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 ()
32 of 73 funds in its are : CURE, ERX, EUO, FAS, HIBL, HIBS, MVV, QID, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TBF, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UGL, UPRO, USD, UVXY, YCS
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 three dials: 1) a “hot/cold” gauge (RSI) for stocks, 2) fear (the VIX via ETFs like UVXY/VIXY/SVXY), and 3) the bond trend.<br>If stocks look overheated (RSI high), it buys UVXY (a bet on fear rising). If stocks look washed out and fear is easing, it buys 3x tech/semis (TECL=tech, SOXL=semis, SPXL/TQQQ=broad tech). If fear rises or bonds flash danger, it shifts to cash‑like T‑bills (BIL), bonds (TMF/TMV), gold/commodities, or dividend funds.
Aggressive, rules‑based swing strategy that flips between 3x tech/semis, volatility (UVXY/SVXY), bonds/cash, and defensives. It uses “hot/cold” (RSI), VIX trend, and bond signals to sell rips, buy dips, or stand aside when risk spikes.
Strong out-of-sample edge: oos Sharpe 1.61 vs SPY 1.40, oos annualized return ~70% vs ~21.7%, Calmar ~2.55. Expect higher upside with disciplined risk controls; drawdowns higher but the risk-adjusted return outpaces the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $346.3M | 2026-10-11 | |
| Backtest regulatory fees | $968k | 2026-10-11 | |
| Backtest slippage cost | $9.2M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/off rotation, trend/mean reversion, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,220 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "DGRO", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "HIBL", "HIBS", "IEF", "IEI", "LQD", "MVV", "PUI", "QID", "QLD", "QQQ", "QQQE", "SCHD", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TBF", "TBX", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTIP", "VTV", "XLK", "XLP", "XLU", "XLY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 104 | 2026-10-11 | |
| Watchers | 57 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,725 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 360.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3463k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 525.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.85% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.74% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.06% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 13.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 9.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 67.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
