Composer · investment strategy
by Composer Technologies · via Composer
A fast, switch-on-a-dime strategy that rides uptrends with 3x tech/semis/S&P ETFs, flips to 3x Treasury trades when rates move, and uses VIX (UVXY) or inverse ETFs in selloffs. It’s very aggressive and tactical, using short-term trend and “hot/cold” signals.
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.
2 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 2026-05-31)
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 ()
23 of 39 funds in its are : CURE, DIG, ERX, EUO, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TQQQ, UCO, UGE, UPRO, USD, UVXY, YCS
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.
It watches three things: trend, hot/cold, and fear. - Trend: moving averages (a price “trend line”) on stocks (SPY) and bonds (TLT). - Hot/cold: RSI, a short-term “temperature” meter (hot = stretched, cold = washed out). - Fear: UVXY (VIX) spikes. If stocks trend up, it buys the strongest 3x tech/semis/S&P fund. If stocks get too hot, it briefly buys UVXY. If very cold, it buys a bounce or shorts tech, depending on bonds. If bonds trend up (not overheated), it buys 3x long Treasuries (TMF); if overheated, it flips to 3x short (TMV). In inflation/rate-rising phases it rotates to cash-like Treasuries, inverse funds, energy, dollar, or volatility.
A fast, switch-on-a-dime strategy that rides uptrends with 3x tech/semis/S&P ETFs, flips to 3x Treasury trades when rates move, and uses VIX (UVXY) or inverse ETFs in selloffs. It’s very aggressive and tactical, using short-term trend and “hot/cold” signals.
Out-of-sample: ~33.6% annualized return vs 22.7% for SPY; Calmar ~1.28. It rotates leveraged growth, bonds, and hedges to chase bull markets and hedge volatility - knowing drawdowns can be higher in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.4M | 2026-10-11 | |
| Backtest regulatory fees | $3,655 | 2026-10-11 | |
| Backtest slippage cost | $30k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, rates/commodities aware, tactical regime switching, trend + mean reversion, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,298 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "MVV", "PUI", "QLD", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGE", "UPRO", "USD", "UUP", "UVXY", "VIXY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 |
| Remixes (copies) | 86 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 995 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 47.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 34k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 214.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -1.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -1.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
