Composer · investment strategy
by Composer Technologies · via Composer
A tactical switcher among 4x S&P 500 (SPYU), core bonds (IUSB), and 2x volatility (UVIX), using trend, momentum, and stress checks to go risk-on, risk-off, or hedge during extremes.
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 2026-10-19
: 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.
1.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 85% · 2026-10-19 ()
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% · 2026-10-19 ()
4 of 10 funds in its are : SPXL, SPYU, TMF, UVIX
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 toggles among 3 holdings: SPYU (4x S&P 500), IUSB (diversified US bonds), or UVIX (2x VIX volatility).<br>Risk-on (SPYU) when the S&P 500 is trending up or very oversold; risk-off (IUSB) when tech or long Treasuries just fell hard or stocks lack momentum; UVIX around extremes (very hot markets or crashy whipsaws).<br>RSI=hot/cold 0–100; MA=average price; drawdown=peak-to-trough loss. SPY/SPXL/QQQ/TMF are just thermometers; you don’t hold them. High-risk: SPYU/UVIX can lose fast. Trades on signal change; ~10% drift allowed.
A tactical switcher among 4x S&P 500 (SPYU), core bonds (IUSB), and 2x volatility (UVIX), using trend, momentum, and stress checks to go risk-on, risk-off, or hedge during extremes.
Dynamic 3-asset tilting (SPYU, IUSB, UVIX) uses regime signals to diversify beyond the S&P 500. Out-of-sample: ~16.7% annual return vs SPY 18.2%; Sharpe ~0.54; max drawdown ~47% (higher). A crisis-aware, volatility-hedged complement.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $22k | 2026-10-19 | |
| Backtest regulatory fees | $56 | 2026-10-19 | |
| Backtest slippage cost | $413 | 2026-10-19 |
| AI categories (Composer) | bonds, leveraged s&p 500, mean reversion, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 69 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "IEF", "IUSB", "QQQ", "SPXL", "SPY", "SPYU", "TLT", "TMF", "UVIX" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.83 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 719 | 2026-10-19 | |
| Out-of-sample length | 583 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 32.69% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 124.36% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.45% | ||
| Return, trailing 1 day (out-of-sample) | -4.49% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.97% | ||
| Return, trailing 1 week (out-of-sample) | -8.15% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -11.49% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -4.85% | ||
| Return, trailing 2 weeks (out-of-sample) | -8.04% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -23.59% | ||
| SPY annualized return over the backtest window (backtest) | 21.41% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.35 | ||
| Maximum drawdown, backtest period (backtest) | -47.07% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.08% | ||
| Sharpe ratio, backtest period (backtest) | 0.81 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.54 | ||
| Sortino ratio, backtest period (backtest) | 1.37 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 48.64% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.75% |
| Annualized turnover, backtest period (backtest) | 36.09 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.60 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.97% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
