Composer · investment strategy
by Composer Technologies · via Composer
When markets get “too hot” short‑term, it flips into volatility funds (UVXY/VIXY), sometimes with BTAL. Otherwise it follows trend: hold SPY in uptrends; in downtrends, rotate to short S&P or Treasuries, with occasional oversold bounce plays.
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 ()
5 of 21 funds in its are : SH, SPXL, TQQQ, UPRO, 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 Leveraged ETFs 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 a short‑term “heat” gauge (10‑day RSI) on the S&P 500 and related funds. If any look very hot (about 79–81), it buys volatility (UVXY or VIXY); in one case, 75% UVXY + 25% BTAL. If nothing is hot, it follows trend: above the 200‑day average it holds SPY (unless briefly hot, then VIXY); below it, it rotates between short S&P (SH) or Treasuries (TLT), with rare oversold bounces via 3x S&P (UPRO). Rebalanced daily.
When markets get “too hot” short‑term, it flips into volatility funds (UVXY/VIXY), sometimes with BTAL. Otherwise it follows trend: hold SPY in uptrends; in downtrends, rotate to short S&P or Treasuries, with occasional oversold bounce plays.
Out-of-sample edge: ~32.7% annualized return vs SPY 18.2%, Calmar ~0.83, and alpha ≈0.20M, with volatility hedges in heat. Higher upside comes with higher drawdown (~39% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $204.8M | 2026-10-11 | |
| Backtest regulatory fees | $347k | 2026-10-11 | |
| Backtest slippage cost | $3.3M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, long/short etfs, rsi-based signals, tactical allocation, trend-following core, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 107 | 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[ "BTAL", "IOO", "QQQ", "QQQE", "SH", "SPXL", "SPY", "TLT", "TQQQ", "UPRO", "UVXY", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLE", "XLF", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 506 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 98.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2048k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.62% | 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) | 17.61% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.60% | 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) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
