Composer · investment strategy
by Composer Technologies · via Composer
Daily switch: normally hold SPY. If SPY’s 10‑day RSI > 80 (very hot), move 100% to UVXY, a volatility ETF that can surge when stocks drop. Aims to profit from quick pullbacks; carries high risk if the rally continues.
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 ()
1 of 2 funds in its are : 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.
- Each day it checks SPY (the big fund that tracks the S&P 500, i.e., 500 major U.S. stocks).<br>- It computes a 10‑day RSI, a 0–100 gauge of recent speed: high when gains have far outweighed losses. Above 80 = very “hot/overbought.”<br>- If RSI > 80, it buys UVXY, a volatility fund tied to VIX futures that often jumps when markets fall (but tends to lose value over time).<br>- Otherwise, it holds SPY. 100% in one or the other; rebalanced daily.
Daily switch: normally hold SPY. If SPY’s 10‑day RSI > 80 (very hot), move 100% to UVXY, a volatility ETF that can surge when stocks drop. Aims to profit from quick pullbacks; carries high risk if the rally continues.
Out-of-sample edge: ~27% annual return vs 19.8% SPY, Sharpe ~1.53 vs ~1.28, Calmar ~1.43, beta ~0.97, and ~18.8% max drawdown. Higher risk-adjusted upside with market-like downside risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $541k | 2026-10-11 | |
| Backtest regulatory fees | $215 | 2026-10-11 | |
| Backtest slippage cost | $1,964 | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, rsi overbought filter, tactical market timing, us equities (spy), volatility (uvxy) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 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", "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) | 0.97 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 807 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5313% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 114.50% | 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) | 21.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.96% | 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) | 0.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.52% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.37 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
