Composer · investment strategy
by Composer Technologies · via Composer
Short‑term contrarian: fades overheated markets with a long‑vol bet, and buys leveraged stock funds after sharp drops. Otherwise sits in T‑bills. Uses UVXY/VIXM, QLD/SSO, SVXY, BSV, BIL. High risk; expect big swings.
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 ()
4 of 15 funds in its are : QLD, SSO, SVXY, 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.
RSI = short‑term “heat” gauge (0–100). If key stock funds are very hot on a 10‑day RSI (> ~79–83) — QQQ (big tech), SPY (S&P 500), VTV/VOOV (value), VOOG (growth), XLP (staples), XLY (consumer) — it buys UVXY+VIXM (a bet on a volatility jump). If tech/market are very cold (RSI < ~28–29 on XLK/QQQ/SPY), it buys 2x stock funds (QLD or SSO) paired with cash‑like BSV or short‑vol SVXY. Otherwise it parks in T‑bills (BIL). Goal: catch quick “pops.”
Short‑term contrarian: fades overheated markets with a long‑vol bet, and buys leveraged stock funds after sharp drops. Otherwise sits in T‑bills. Uses UVXY/VIXM, QLD/SSO, SVXY, BSV, BIL. High risk; expect big swings.
Out-of-sample it targets 27.4% annualized returns with 15.2% max drawdown, vs SPY’s 21.7% return and 18.8% drawdown. Higher upside with better downside protection and stronger risk-adjusted profile (Calmar ~1.80).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $2,364 | 2026-10-11 | |
| Backtest slippage cost | $19k | 2026-10-11 |
| AI categories (Composer) | contrarian, leveraged etfs, mean reversion, risk-on/risk-off, rsi signals, tactical etf, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 87 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "QLD", "QQQ", "SPY", "SSO", "SVXY", "UVXY", "VIXM", "VOOG", "VOOV", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 |
| Remixes (copies) | 65 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 77.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
