Composer · investment strategy
by Composer Technologies · via Composer
Regime‑switching, high‑octane strategy. In uptrends it rides recent winners (big US stocks and fast‑moving, often 3×, ETFs). If short‑term heat is extreme it flips to UVXY (volatility). In downtrends it buys the most beaten‑down picks with a small defensive hedge.
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.
11.7% of weight in (IVV: 3.0%)
4 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. : 99% · 2026-10-11 ()
30.4% 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 36 funds in its are : CURE, SOXL, SPXL, TECL, TMF, TMV, TNA, TQQQ, UDOW, UPRO, 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.
1) Trend check: if the Nasdaq fund (QQQ) is above its ~9‑month average price, it’s “risk‑on”; otherwise “risk‑off.” RSI here is a simple “heat” score: high = hot, low = beaten‑down.<br>Risk‑on: If short‑term heat is extreme (TQQQ or SPXL very hot), move to UVXY (a fund that jumps when markets panic). Else: 10% in a 3× S&P fund (UPRO) + 90% in the 9 strongest picks from big US stocks and fast‑moving ETFs.<br>Risk‑off: If long‑bonds are weak: 10% TMV (3× short‑bond) + 90% in the single most beaten‑down pick (betting on a bounce). Else: 10% BTAL (defensive) + 90% in the two most beaten‑down.
Regime‑switching, high‑octane strategy. In uptrends it rides recent winners (big US stocks and fast‑moving, often 3×, ETFs). If short‑term heat is extreme it flips to UVXY (volatility). In downtrends it buys the most beaten‑down picks with a small defensive hedge.
Regime-switching, momentum-driven strategy that adds diversification and dynamic risk control: it aims to capture growth in uptrends and tactically hedge volatility, complementing the S&P with regime-aware exposure.
High ROI Stock Screen. Tried to keep it simple (just like the song).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $66.6M | 2026-10-11 | |
| Backtest regulatory fees | $137k | 2026-10-11 | |
| Backtest slippage cost | $1.3M | 2026-10-11 |
| AI categories (Composer) | bonds, equities, leveraged etfs, mean reversion, momentum, regime filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 81 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ADBE", "AGG", "AMD", "BHP", "BTAL", "BX", "COST", "CSCO", "CURE", "LLY", "LMT", "LOW", "MA", "MCD", "NVDA", "PEP", "QCOM", "QQQ", "RSP", "SBUX", "SOXL", "SPXL", "TECL", "TIP", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSM", "UDOW", "UNH", "UPRO", "UVXY", "V", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,760 | 2026-10-11 | |
| Out-of-sample length | 936 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 80.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 666k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.12% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.30 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.07 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
