Composer · investment strategy
by Composer Technologies · via Composer
Daily switch: when the S&P 500 is overheated, bet on a volatility spike (UVXY); when it’s washed out, bet on a rebound with 3× tech (TQQQ). Otherwise, hold an equal mix of the five calmest sector/defensive ETFs.
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.
5 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.
0.5% of weight in (IVV: 3.0%)
4 funds (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. : 97% · 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 20 funds in its are : TQQQ, 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” of the S&P 500 (RSI over 7 days). If the market looks extremely hot (≥86), it buys UVXY, a fund that jumps when market fear/volatility spikes. If it looks extremely cold (≤27), it buys TQQQ, a 3× Nasdaq‑100 fund to ride rebounds. Otherwise, it equally holds 5 of the calmest choices from sector funds (energy, tech, utilities, etc.) plus gold, short‑term bonds, and the US dollar.
Daily switch: when the S&P 500 is overheated, bet on a volatility spike (UVXY); when it’s washed out, bet on a rebound with 3× tech (TQQQ). Otherwise, hold an equal mix of the five calmest sector/defensive ETFs.
Out-of-sample return ~33.9% vs S&P ~23%; Calmar ~1.45 signals strong risk-adjusted upside. Regime-switching uses UVXY/TQQQ at extremes and a calm, diversified basket otherwise—delivering higher alpha with controlled downside risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $887k | 2026-10-11 | |
| Backtest regulatory fees | $2,284 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, rsi timing, sector rotation, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "BSV", "GLD", "SPY", "TQQQ", "UUP", "UVXY", "XHB", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLU", "XLV", "XLY", "XME", "XOP", "XRT", "XTL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 1,009 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8765% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.88% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 222.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.46% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.57% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.26% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.64 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.12 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
