Composer · investment strategy
by Composer Technologies · via Composer
Daily, it reads a short-term S&P 500 heat gauge (RSI). If very hot: pairs cash with a volatility hedge (UVXY). If very cold: pairs cash with the weakest 3x bull ETF. Otherwise: goes 100% into the strongest big stock (AAPL, AMZN, TSLA, NVDA, etc.).
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 ()
4 of 13 funds in its are : LABU, SPXL, 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.
Each day it checks a “heat gauge” of the S&P 500 (RSI, 0–100; higher=hotter, lower=colder).<br>If extremely hot (≥90): hold half cash + UVXY (a volatility hedge that rises when stocks drop).<br>If extremely cold (≤28): half cash + the weakest 3x bull ETF from last week (TQQQ/LABU/SPXL).<br>Otherwise: 100% in the strongest big stock from AAPL, AMZN, TSLA, NVDA, WMT, KO, BRK.B, MSTR.
Daily, it reads a short-term S&P 500 heat gauge (RSI). If very hot: pairs cash with a volatility hedge (UVXY). If very cold: pairs cash with the weakest 3x bull ETF. Otherwise: goes 100% into the strongest big stock (AAPL, AMZN, TSLA, NVDA, etc.).
Out-of-sample: ~34% annual return vs ~19% for the S&P, with regime-aware hedging (UVXY) and mega-cap momentum. Higher drawdowns come with big upside—great for risk-tolerant investors seeking alpha beyond the S&P.
Adding NVDA (18MAR2024)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $289.3M | 2026-10-11 | |
| Backtest regulatory fees | $1.5M | 2026-10-11 | |
| Backtest slippage cost | $14.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, mega-cap stocks, momentum, rsi regime filter, tactical rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 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[ "AAPL", "AMZN", "BRK/B", "KO", "LABU", "MSTR", "NVDA", "SPXL", "SPY", "TQQQ", "TSLA", "UVXY", "WMT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 366 | 2026-10-11 | |
| Watchers | 151 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,854 | 2026-10-11 | |
| Out-of-sample length | 643 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 147.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2893k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.98% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 111.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 20.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.96% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -64.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -64.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 108.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 117.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
