Composer · investment strategy
by Composer Technologies · via Composer
Daily, all-in strategy guided by a short-term “heat meter” on the S&P 500: extreme heat bets on volatility (UVXY); heat hides in VTIP; cooling moves into VOO then VGT; deep freeze may jump into 3× tech (TECL) or stay in VTIP.
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)
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 ()
0.0% 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 ()
2 of 6 funds in its are : TECL, 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.
Each day it checks a 0–100 “heat meter” (RSI) of the S&P 500 over the last 7 days, then goes all‑in:<br>- Very hot (>77): UVXY (spikes when stocks tumble).<br>- Hot (>55): VTIP (short‑term inflation‑protected Treasuries).<br>- Warm (>45): VOO (broad U.S. stocks).<br>- Cool (>27): VGT (tech stocks).<br>- Freezing (≤27): if TECL’s meter <27, buy TECL (3× tech, very risky); else VTIP.
Daily, all-in strategy guided by a short-term “heat meter” on the S&P 500: extreme heat bets on volatility (UVXY); heat hides in VTIP; cooling moves into VOO then VGT; deep freeze may jump into 3× tech (TECL) or stay in VTIP.
RSI-driven strategy shifts among UVXY hedges, VTIP safety, VOO, and tech bets to diversify risk across regimes. Out-of-sample: ~20.2% annualized vs SPY 22.2%; higher drawdown (~29.9%), but a distinct profile that complements a core S&P 500 holding.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $544k | 2026-10-11 | |
| Backtest regulatory fees | $4,875 | 2026-10-11 | |
| Backtest slippage cost | $41k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, rsi-based, tactical timing, tech tilt, tips safe harbor, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPY", "TECL", "UVXY", "VGT", "VOO", "VTIP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,514 | 2026-10-11 | |
| Out-of-sample length | 848 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5339% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.72% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.19% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.72% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 94.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 93.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
