Composer · investment strategy
by Composer Technologies · via Composer
A daily, tech‑tilted timing strategy: hedge with volatility (UVXY) when indexes are too hot; buy leveraged rebounds in tech/Amazon (TECL/AMZU) when washed out; otherwise sit in short‑term Treasuries (SHV). High risk due to leverage and UVXY.
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.
0.0% 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. : 100% · 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 10 funds in its are : AMZU, PSQ, TECL, TQQQ, 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 uses RSI, a 0–100 heat gauge of price (high=hot, low=cold).<br>- If QQQ or SPY are very hot (>80): buy UVXY (jumps when volatility spikes).<br>- Else if tech is very cold (TQQQ RSI<31): buy TECL (3× tech).<br>- Else compare bonds (IEF) vs short‑Nasdaq (PSQ):<br> - If bonds win: buy AMZU (1.5× Amazon) when AMZN’s 8‑day > 30‑day; else if AMZN is cold (<37) buy TECL; else hold SHV (cash‑like T‑bills ETF).<br> - If bonds lose: only buy AMZU when AMZN is cold; else SHV.
A daily, tech‑tilted timing strategy: hedge with volatility (UVXY) when indexes are too hot; buy leveraged rebounds in tech/Amazon (TECL/AMZU) when washed out; otherwise sit in short‑term Treasuries (SHV). High risk due to leverage and UVXY.
Out-of-sample annualized return about 45.6% vs ~18.9% for the S&P; Calmar ~0.81 signals solid risk-adjusted performance. Tech‑focused with volatility hedge aims for outsized upside, but carries higher drawdowns and volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $77k | 2026-10-11 | |
| Backtest regulatory fees | $193 | 2026-10-11 | |
| Backtest slippage cost | $1,565 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, risk‑on/risk‑off, tactical momentum/mean‑reversion, tech‑focused, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 33 | 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[ "AMZN", "AMZU", "IEF", "PSQ", "QQQ", "SHV", "SPY", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,026 | 2026-10-11 | |
| Out-of-sample length | 588 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 668.76% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.39% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 66.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 66.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.06% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 61.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
