Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, short‑term plan: read how “hot/cold” the S&P 500 is and switch between a big‑stock mix, cash‑like T‑Bills, 3× S&P (UPRO), or long volatility (UVXY). Contrarian at extremes; safer or stock basket otherwise.
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.
10 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%)
No funds
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 13 funds in its are : 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 Leveraged ETFs 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 SPY’s 10‑day RSI (a 0–100 score of how fast prices moved).<br>- If RSI > 80: buy UVXY (a leveraged bet on a volatility spike).<br>- Else if RSI < 30: buy UPRO (3× S&P 500, aiming for a rebound).<br>- Else if RSI > 74: buy BIL (T‑Bills, cash‑like).<br>- Else: split evenly across Apple, Microsoft, Nvidia, Tesla, Walmart, Berkshire, JPMorgan, State Street, BlackRock.<br>Note: UVXY/UPRO are high‑risk, short‑term tools.
Rules-based, short‑term plan: read how “hot/cold” the S&P 500 is and switch between a big‑stock mix, cash‑like T‑Bills, 3× S&P (UPRO), or long volatility (UVXY). Contrarian at extremes; safer or stock basket otherwise.
Out-of-sample edge: 38.6% annualized return vs 20.4% S&P; Sharpe ~1.36 vs ~1.32; Calmar ~1.17. Stronger risk-adjusted upside from an RSI-driven tactical strategy (1,213 backtests).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.7M | 2026-10-11 | |
| Backtest regulatory fees | $9,851 | 2026-10-11 | |
| Backtest slippage cost | $85k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, rsi-based, tactical allocation, us large-cap stocks, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 2026-10-11 | |
| Rebalance corridor width | 6.90% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "BIL", "BLK", "BRK/B", "JPM", "MSFT", "NVDA", "SPY", "STT", "TSLA", "UPRO", "UVXY", "WMT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 29 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 831 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.78% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 57k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 193.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.70% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.56 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.28% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
