Composer · investment strategy
by Composer Technologies · via Composer
Daily switches based on a 10-day “hot/cold” score of the S&P 500: overbought → UVXY (volatility), oversold → UPRO (3× S&P), otherwise SPY. A contrarian bet on pullbacks or rebounds. High risk from leverage and volatility decay.
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.
“If score > 80 (very hot), buy UVXY”
“buy UPRO: a 3× S&P 500 fund that magnifies moves.”
“Checks daily; 100% in one ETF at a time.”
“If score < 30 (very cold), buy UPRO: a 3× S&P 500 fund that magnifies moves.”
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
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
2 of 3 funds in its are : 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.
It watches a 0–100 “hot/cold” score of the S&P 500 over the last 10 days (RSI).<br>- If score > 80 (very hot), buy UVXY: a volatility fund that can spike when stocks drop but usually loses value when markets are calm.<br>- If score < 30 (very cold), buy UPRO: a 3× S&P 500 fund that magnifies moves.<br>- Otherwise hold SPY (plain S&P 500).<br>Checks daily; 100% in one ETF at a time.
Daily switches based on a 10-day “hot/cold” score of the S&P 500: overbought → UVXY (volatility), oversold → UPRO (3× S&P), otherwise SPY. A contrarian bet on pullbacks or rebounds. High risk from leverage and volatility decay.
Out-of-sample annualized return ~34.8% vs the S&P 500 ~20.4%, with Sharpe ~1.32 and Calmar ~1.24. Drawdowns can be larger (~28%), but this strategy offers higher upside and solid risk-adjusted growth for growth-minded investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9M | 2026-10-11 | |
| Backtest regulatory fees | $1,759 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, rsi signal, tactical asset allocation, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "SPY", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 82 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 831 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 19k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 168.30% | 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) | 35.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.45% | 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) | 1.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.55 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
