Composer · investment strategy
by Composer Technologies · via Composer
A daily risk-on/risk-off system: hedge with UVXY/EDZ when markets look overheated, buy URTY when washed out, ride the strongest of SVXY/QQQ/SPY/TQQQ/UPRO when calm (SVXY uptrend), or default to BTAL when not. Uses leveraged, high‑risk ETFs.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
100.0% 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 ()
6 of 9 funds in its are : EDZ, SVXY, TQQQ, UPRO, URTY, 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.
Daily, it checks simple “hot/cold” gauges (RSI) on QQQ/SPY. If very hot (>80), it turns defensive: if QQQ is hot, buy UVXY (rises when fear/volatility jumps). If SPY is hot, split UVXY and EDZ (-3x emerging markets). If very cold (<30 on QQQ), go aggressive with URTY (3x small caps). Otherwise, if SVXY (benefits from calm markets) is above its 21‑day average, buy the single strongest of SVXY, QQQ, SPY, TQQQ (3x QQQ), or UPRO (3x S&P). If not, hold BTAL (long low‑risk, short high‑risk).
A daily risk-on/risk-off system: hedge with UVXY/EDZ when markets look overheated, buy URTY when washed out, ride the strongest of SVXY/QQQ/SPY/TQQQ/UPRO when calm (SVXY uptrend), or default to BTAL when not. Uses leveraged, high‑risk ETFs.
Out-of-sample annualized return 24.6% vs SPY 21.8%, fueled by a disciplined, regime-based approach that front-runs trends with momentum and hedges via volatility ETFs. Higher upside in clear markets, with awareness of larger drawdowns in crises.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $752.4M | 2026-10-11 | |
| Backtest regulatory fees | $3.0M | 2026-10-11 | |
| Backtest slippage cost | $29.2M | 2026-10-11 |
| AI categories (Composer) | inverse em, leveraged etfs, market neutral, momentum, risk-on/risk-off, rsi, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "EDZ", "QQQ", "SPY", "SVXY", "TQQQ", "UPRO", "URTY", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 693 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 112.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7524k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 2.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.32 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.51 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 61.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 67.45 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
