Composer · investment strategy
by Composer Technologies · via Composer
A fast, daily strategy that flips between UVXY/shorts in overbought spikes, 3x tech/semis after selloffs, trend riders in calm uptrends, and cash/treasuries/defensives when risk rises; driven by short‑term momentum, fear gauges, and cross‑asset checks.
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.
5 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%)
2 funds (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. : 94% · 2026-10-19 ()
91.5% 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 ()
32 of 73 funds in its are : CURE, ERX, EUO, FAS, HIBL, HIBS, MVV, QID, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TBF, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UGL, 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 how fast prices just moved, whether fear is rising (VIX), and recent surges/drops. If stocks look overheated, it buys volatility or bearish funds. If they look washed out, it buys 3x tech/semis for a bounce. In calm uptrends it rides winners. In danger it hides in T‑bills/treasuries/gold/dollar.
A fast, daily strategy that flips between UVXY/shorts in overbought spikes, 3x tech/semis after selloffs, trend riders in calm uptrends, and cash/treasuries/defensives when risk rises; driven by short‑term momentum, fear gauges, and cross‑asset checks.
Out-of-sample: ~20.8% annualized vs SPY 18.6%, with positive alpha. Tactical momentum, volatility hedges, and cross-asset checks aim to outperform, but expect higher drawdowns (~27.6%). Suitable for risk-tolerant investors seeking alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $349.1M | 2026-10-19 | |
| Backtest regulatory fees | $979k | 2026-10-19 | |
| Backtest slippage cost | $9.3M | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk on/off, sector rotation, tactical allocation, trend following, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,220 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "DGRO", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "HIBL", "HIBS", "IEF", "IEI", "LQD", "MVV", "PUI", "QID", "QLD", "QQQ", "QQQE", "SCHD", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TBF", "TBX", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTIP", "VTV", "XLK", "XLP", "XLU", "XLY", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 |
| Remixes (copies) | 76 | 2026-10-19 | |
| Watchers | 30 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,731 | 2026-10-19 | |
| Out-of-sample length | 440 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 358.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3491k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.84% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.64% | ||
| Return, trailing 1 day (out-of-sample) | 8.09% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.54% | ||
| Return, trailing 1 week (out-of-sample) | 0.90% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 19.64% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.17% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.59% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 22.42% | ||
| SPY annualized return over the backtest window (backtest) | 15.53% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 13.00 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Maximum drawdown, backtest period (backtest) | -27.56% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.56% | ||
| Sharpe ratio, backtest period (backtest) | 3.48 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Sortino ratio, backtest period (backtest) | 9.02 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 46.82% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.31% |
| Annualized turnover, backtest period (backtest) | 67.14 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.19 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.68% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.36% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
