Composer · investment strategy
by Composer Technologies · via Composer
Daily switches 100% into one fund: buy big dips in 3x equity ETFs, otherwise ride short-volatility—unless many markets look overheated, then go long volatility. Very aggressive; heavy use of UVXY/SVXY and 3x 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.
1 positions as of 2026-10-19
: 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 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
100.0% 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% · 2026-10-19 ()
7 of 16 funds in its are : FAS, SOXL, SPXL, SVXY, TECL, 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 picks one ETF to own 100%.<br>- If a 3x bull fund looks very beaten up (RSI below ~30), buy that dip (SOXL, then SPXL, then TQQQ).<br>- Otherwise it usually prefers short-volatility (SVXY) unless many markets look overheated; then it flips to long-volatility (UVXY).<br>- It trades daily.
Daily switches 100% into one fund: buy big dips in 3x equity ETFs, otherwise ride short-volatility—unless many markets look overheated, then go long volatility. Very aggressive; heavy use of UVXY/SVXY and 3x ETFs.
Out-of-sample annualized return ~64.7% vs SPY ~22.4%, with Sharpe ~1.17 and Calmar ~2.77—delivering strong risk-adjusted upside. Expect higher drawdowns (~23.4% vs ~8.9%) and beta ~1.24.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $134.6B | 2026-10-19 | |
| Backtest regulatory fees | $190.7M | 2026-10-19 | |
| Backtest slippage cost | $1.8B | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, rsi signals, tactical allocation, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 81 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "FAS", "QQQE", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 41 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,655 | 2026-10-19 | |
| Out-of-sample length | 188 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 210.03% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1346442k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.66% | ||
| Return, trailing 1 day (out-of-sample) | -12.74% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.71% | ||
| Return, trailing 1 week (out-of-sample) | -12.17% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 58.09% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -51.32% | ||
| Return, trailing 2 weeks (out-of-sample) | -10.93% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 35.18% | ||
| SPY annualized return over the backtest window (backtest) | 14.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.37 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.77 | ||
| Maximum drawdown, backtest period (backtest) | -48.02% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.39% | ||
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Sortino ratio, backtest period (backtest) | 3.50 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 66.90% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.15% |
| Annualized turnover, backtest period (backtest) | 40.06 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.23 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.53% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
