Composer · investment strategy
by Composer Technologies · via Composer
A tactical, mean‑reversion system: uses a 200‑day trend on SPY, buys 3× tech (TECL) on short‑term QQQ dips, buys a volatility fund (UVXY) on overbought spikes, and otherwise parks in T‑bills (SHV).
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 ()
2 of 5 funds in its are : TECL, 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.
It first checks SPY (S&P 500 fund) vs its 200‑day average to label trend up or down. Signals use QQQ (cleaner); trades TECL to amplify.<br>RSI = a 0–100 short‑term “heat meter”: low=sold‑off, high=overheated.<br>Uptrend: if QQQ is sold‑off (RSI<42), buy TECL. If QQQ or SPY are overheated (RSI>80), buy UVXY (volatility fund that rises when stocks drop). Otherwise hold SHV (T‑bills).<br>Downtrend: only buy TECL on deeper dips (RSI<31); else SHV.
A tactical, mean‑reversion system: uses a 200‑day trend on SPY, buys 3× tech (TECL) on short‑term QQQ dips, buys a volatility fund (UVXY) on overbought spikes, and otherwise parks in T‑bills (SHV).
Out-of-sample edge: 25.1% annualized return vs 19.2% for S&P, with Calmar ~0.61. Higher drawdowns (≈41% vs 19%) are the price for tech-led upside and volatility hedges that often outpace the S&P in regime shifts.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34.2M | 2026-10-11 | |
| Backtest regulatory fees | $61k | 2026-10-11 | |
| Backtest slippage cost | $572k | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, mean reversion, tactical timing, technology (leveraged), trend filter, volatility (vix futures) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 24 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "QQQ", "SHV", "SPY", "TECL", "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) | 1.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 626 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 342k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 67.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 67.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.01 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 79.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
