Composer · investment strategy
by Composer Technologies · via Composer
Buys 3× “dip” plays (SOXL/TQQQ/UPRO) when key indexes look oversold, holds SPY otherwise, and flips to UVXY when markets look extremely hot to bet on a volatility spike. Uses a 10‑day RSI. High risk due to leverage and UVXY.
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.
“it flips to UVXY”
“it buys SOXL (3× semis)”
“Daily, it reads a 10‑day RSI”
“If many areas look extremely hot, it flips to UVXY”
“If semiconductors (SMH) are very oversold (<23) it buys SOXL (3× semis)”
“Else if S&P 500 (SPY) is oversold (<28) it buys UPRO (3× S&P)”
“Else if Nasdaq‑100 (QQQ) is oversold (<28) it buys TQQQ (3× Nasdaq)”
2 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%)
No funds
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-19 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-19 ()
6 of 16 funds in its are : FAS, SOXL, TECL, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Daily, it reads a 10‑day RSI (a 0–100 ‘heat meter’ of recent price moves: low=oversold, high=overbought). If semiconductors (SMH) are very oversold (<23) it buys SOXL (3× semis). Else if Nasdaq‑100 (QQQ) is oversold (<28) it buys TQQQ (3× Nasdaq). Else if S&P 500 (SPY) is oversold (<28) it buys UPRO (3× S&P). If many areas look extremely hot, it flips to UVXY (jumps when markets drop). Otherwise it holds SPY.
Buys 3× “dip” plays (SOXL/TQQQ/UPRO) when key indexes look oversold, holds SPY otherwise, and flips to UVXY when markets look extremely hot to bet on a volatility spike. Uses a 10‑day RSI. High risk due to leverage and UVXY.
Out-of-sample, the strategy targets higher upside: ~25.4% annualized return vs SPY ~20.3%, with Calmar ~1.42 and strong dip-time gains. Risks: larger drawdowns (~18%) and Sharpe ~0.82 vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $215.9M | 2026-10-19 | |
| Backtest regulatory fees | $211k | 2026-10-19 | |
| Backtest slippage cost | $2.0M | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, nasdaq, rsi-based timing, s&p 500, semiconductors, tactical asset allocation, us equities, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 54 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "QQQ", "QQQE", "SMH", "SOXL", "SPY", "TECL", "TQQQ", "UPRO", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,655 | 2026-10-19 | |
| Out-of-sample length | 321 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 98.95% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2159k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.41% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.84% | ||
| Return, trailing 1 day (out-of-sample) | 12.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 week (out-of-sample) | 15.38% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 50.27% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 30.34% | ||
| Return, trailing 2 weeks (out-of-sample) | 15.86% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.88% | ||
| SPY annualized return over the backtest window (backtest) | 14.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.46 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Maximum drawdown, backtest period (backtest) | -28.62% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.95% | ||
| Sharpe ratio, backtest period (backtest) | 1.74 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Sortino ratio, backtest period (backtest) | 4.09 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 44.78% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.33% |
| Annualized turnover, backtest period (backtest) | 30.68 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.91 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.20% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.34% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
