Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rotates into a crash hedge (UVXY + cash), an aggressive tech rebound (TECL), a strong‑dollar play (UUP), or steady blue chips (UNH/COST), using simple “heat” and trend signals from tech and the U.S. dollar.
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%)
No funds
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 ()
3 of 7 funds in its are : 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.
Every day it picks one route:<br>1) If a quick “heat” score (RSI) on a leveraged tech fund (TQQQ) is very high, put 50% in a volatility‑spike fund (UVXY) and 50% in cash.<br>2) Else if the Nasdaq (QQQ) is very beaten down, go 100% into a 3× tech fund (TECL).<br>3) Else if the U.S. dollar is in an uptrend (short > long average), own the dollar fund (UUP).<br>4) Otherwise, split between UNH and COST.
Daily, it rotates into a crash hedge (UVXY + cash), an aggressive tech rebound (TECL), a strong‑dollar play (UUP), or steady blue chips (UNH/COST), using simple “heat” and trend signals from tech and the U.S. dollar.
Out-of-sample: ~21.07% annualized vs 20.70% S&P, Calmar ~0.53, with hedges (UVXY vol, TECL, UUP, UNH/COST) for higher upside and diversification—though drawdowns can be larger in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-11 | |
| Backtest regulatory fees | $2,240 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | defensive equities, leveraged etfs, mean reversion, tactical allocation, tech, trend following, usd, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 17 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "COST", "QQQ", "TECL", "TQQQ", "UNH", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.07% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.72% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
