Composer · investment strategy
by Composer Technologies · via Composer
Short volatility in calm markets (SVIX). When the Nasdaq weakens, either buy leveraged tech (TQQQ) or switch to a risk‑balanced mix of gold, dollar, Treasuries, tech, and financials, with a special UVXY hedge after overheated rebounds.
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.
“After a very bad week: if there’s a big 1‑day bounce and TQQQ looks overheated (RSI, a 0–100 heat gauge; >70=hot), briefly buy UVXY”
“Usually buy TQQQ (3x Nasdaq).”
“If losses are deep, switch to a mix: GLD=gold, UUP=dollar, TMF/TMV=3x long/short Treasuries, TQQQ/SOXL=3x tech, FAS=3x financials; give less to jumpier pieces.”
“Default: if Nasdaq (QQQ) hasn’t fallen >3% in 20 days, hold SVIX (benefits when fear falls).”
“give less to jumpier pieces”
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%)
No funds
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
7 of 10 funds in its are : FAS, SOXL, SVIX, TMF, TMV, TQQQ, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Default: if Nasdaq (QQQ) hasn’t fallen >3% in 20 days, hold SVIX (benefits when fear falls).<br>If it has:<br>- Usually buy TQQQ (3x Nasdaq).<br>- If losses are deep, switch to a mix: GLD=gold, UUP=dollar, TMF/TMV=3x long/short Treasuries, TQQQ/SOXL=3x tech, FAS=3x financials; give less to jumpier pieces.<br>- After a very bad week: if there’s a big 1‑day bounce and TQQQ looks overheated (RSI, a 0–100 heat gauge; >70=hot), briefly buy UVXY (jumps when fear rises); else use the mix.
Short volatility in calm markets (SVIX). When the Nasdaq weakens, either buy leveraged tech (TQQQ) or switch to a risk‑balanced mix of gold, dollar, Treasuries, tech, and financials, with a special UVXY hedge after overheated rebounds.
Out-of-sample annualized return ~19.3% with dynamic regime switches, leveraging tech exposure and diversified hedges (gold, USD, Treasuries) to offer potential upside while aiming to reduce S&P correlation in downturns—note higher drawdown risk in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $47k | 2026-10-11 | |
| Backtest regulatory fees | $100 | 2026-10-11 | |
| Backtest slippage cost | $701 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime switching, risk parity, short volatility, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 79 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.94 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "GLD", "QQQ", "SOXL", "SVIX", "TMF", "TMV", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 849 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 373.35% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.41% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
