Composer · investment strategy
by Composer Technologies · via Composer
Switches among SPY, SPXL, and UVXY using a 7‑day RSI on SPY: buy leveraged SPXL when oversold, buy UVXY when overbought, otherwise hold SPY. Seeks rebounds and volatility spikes with high-risk funds.
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
2 of 3 funds in its are : SPXL, 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.
It uses SPY as the market gauge. It checks SPY’s 7‑day RSI, a 0–100 read of recent buying vs selling (low = very weak, high = very strong). If RSI < 25, buy SPXL (3x S&P 500) to play a rebound. If RSI > 85, buy UVXY, which tends to jump when stocks fall and fear rises. Otherwise hold SPY. SPY/SPXL = broad U.S. large-cap stocks; UVXY = market volatility. Trades only when signals change.
Switches among SPY, SPXL, and UVXY using a 7‑day RSI on SPY: buy leveraged SPXL when oversold, buy UVXY when overbought, otherwise hold SPY. Seeks rebounds and volatility spikes with high-risk funds.
Out-of-sample, this strategy targets ~35% annualized returns vs SPY’s ~18%, with Sharpe ~1.21 and Calmar ~1.25 - strong, risk-adjusted upside. Expect higher drawdowns (~28%) during spikes, but the payoff potential remains compelling.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $1,515 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, rsi signal, s&p 500, tactical allocation, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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[ "SPXL", "SPY", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 579 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.17% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.36 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
