Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, buy-the-dip tech strategy with a volatility circuit breaker: after a sharp Nasdaq drop (RSI<30) it buys TECL (3× tech). If volatility surges (UVXY RSI>65) or there’s no dip, it sits in BIL (T‑Bills). Checked daily.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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 8 funds in its are : SOXL, TECL, 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 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.
Each day: 1) If fear is high—UVXY (a volatility fund) has a 21‑day RSI, a 0–100 “speed-of-moves” score, above 65—move 100% to BIL (T‑Bills). 2) Otherwise, if QQQ (big‑tech index fund) has a 10‑day RSI below 30 (sharp recent drop), buy TECL (3× tech). 3) If not, stay in BIL.
A rules-based, buy-the-dip tech strategy with a volatility circuit breaker: after a sharp Nasdaq drop (RSI<30) it buys TECL (3× tech). If volatility surges (UVXY RSI>65) or there’s no dip, it sits in BIL (T‑Bills). Checked daily.
Out-of-sample: 29.5% annualized return vs SPY 27.7%; max drawdown 5.8% vs 8.9%; Calmar 5.09; Sharpe 1.39. A buy-the-dip tech strategy with a volatility guard, delivering stronger risk-adjusted growth and downside protection vs the S&P 500.
markets nuts yall
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $86k | 2026-10-19 | |
| Backtest regulatory fees | $93 | 2026-10-19 | |
| Backtest slippage cost | $573 | 2026-10-19 |
| AI categories (Composer) | buy-the-dip, daily rebalance, leveraged etfs, mean reversion, rule-based, tech-focused, volatility filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 30 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SMH", "SOXL", "SPY", "TECL", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-19 |
| Remixes (copies) | 29 | 2026-10-19 | |
| Watchers | 12 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,717 | 2026-10-19 | |
| Out-of-sample length | 383 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 15.67% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 756.25% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 47.40% | ||
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 3.88% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 49.79% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 44.38% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.95% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 17.25% | ||
| SPY annualized return over the backtest window (backtest) | 14.86% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.71 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.09 | ||
| Maximum drawdown, backtest period (backtest) | -22.14% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.80% | ||
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Sortino ratio, backtest period (backtest) | 2.47 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 6.36 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.30% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.98% |
| Annualized turnover, backtest period (backtest) | 7.59 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.58 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 47.00% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 76.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
