Composer · investment strategy
by Composer Technologies · via Composer
A weekly, high-risk switcher that swings 90% between 3x China, 2x gold, VIX volatility, or 3x Nasdaq based on recent drops and overbought signals, while always keeping 5% gold and 5% bitcoin.
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.
3 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%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
89.7% 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 7 funds in its are : TQQQ, UGL, UVXY, YINN
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 week, 90% follows this path: 1) If YINN (3x China stocks) just had a very large drop from a recent high (max drawdown >~30%), buy YINN. 2) Else if UGL (2x gold) had a big drop (>~15%), buy UGL. 3) Else if SPY’s RSI>70 (US market looks overheated), buy UVXY (leveraged VIX). 4) Else if TQQQ (3x Nasdaq 100) stayed calm, buy TQQQ; otherwise UGL. Plus a constant 10%: 5% GLD (gold) + 5% GBTC (bitcoin).
A weekly, high-risk switcher that swings 90% between 3x China, 2x gold, VIX volatility, or 3x Nasdaq based on recent drops and overbought signals, while always keeping 5% gold and 5% bitcoin.
Out-of-sample edge: Sharpe 1.84 vs SPY 1.40; Calmar 5.19; annualized return ~112% vs ~18%, with ~21.6% drawdown vs ~8.9%. Higher risk-adjusted upside plus gold/bitcoin diversification and weekly rebalance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.8M | 2026-10-11 | |
| Backtest regulatory fees | $2,734 | 2026-10-11 | |
| Backtest slippage cost | $22k | 2026-10-11 |
| AI categories (Composer) | bitcoin, china equities, gold, leveraged etfs, nasdaq 100, tactical allocation, volatility, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GBTC", "GLD", "SPY", "TQQQ", "UGL", "UVXY", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 |
| Remixes (copies) | 195 | 2026-10-11 | |
| Watchers | 70 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,876 | 2026-10-11 | |
| Out-of-sample length | 267 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 71.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 48k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 112.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.63% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.25% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 104.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 104.17% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.02% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
