Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switching. Above SPY’s 200‑day average: buy the two most oversold funds or hedge with volatility (UVXY) when markets are too hot. Below it: play oversold rebounds, or rotate among UVXY, inverse QQQ (SQQQ), or short‑term bonds.
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 2026-10-11
: 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.
2.6% of weight in (IVV: 3.0%)
2 funds (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. : 98% · 2026-10-11 ()
49.9% 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 ()
9 of 16 funds in its are : FAS, SOXL, SPXL, SQQQ, TECL, TQQQ, UPRO, UVXY, UWM
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.
Step 1: Trend check. If the S&P 500 (SPY) is above its 200‑day average (a long-term trend line), it’s “risk‑on.” Otherwise it’s “risk‑off.”<br>Step 2: Short‑term meter (RSI). RSI is a 0–100 “hot‑or‑cold” gauge. >~80 = very hot; <~31 = very cold.<br>Risk‑on: If the market looks very hot, hold UVXY (a volatility spike play). Otherwise buy the two funds that fell the most recently (mean‑reversion) from a menu of leveraged tech/semis/S&P/small‑caps/financials plus a few defensive bond/commodity choices.<br>Risk‑off: If things look washed out, try quick rebounds in 3× tech or 3× S&P. If volatility is surging, hold UVXY (or, if extreme, pick inverse QQQ or short‑term bonds). If vol is calm, toggle among 3× Nasdaq up (TQQQ), 3× Nasdaq down (SQQQ), or short‑term bonds based on short‑term trend and RSI.
Daily, rules-based switching. Above SPY’s 200‑day average: buy the two most oversold funds or hedge with volatility (UVXY) when markets are too hot. Below it: play oversold rebounds, or rotate among UVXY, inverse QQQ (SQQQ), or short‑term bonds.
Out-of-sample annualized return about 43% vs SPY’s 23%, driven by regime-switching, leveraged tech exposure, and volatility hedges. Aim: faster compounding with disciplined risk controls - embrace higher drawdowns for larger upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.0B | 2026-10-11 | |
| Backtest regulatory fees | $19.6M | 2026-10-11 | |
| Backtest slippage cost | $189.1M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion and momentum, regime switching, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 57 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.57 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "BTAL", "DBC", "FAS", "IEF", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SUB", "TECL", "TQQQ", "UPRO", "UVXY", "UWM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,002 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 150.20% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 89554k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 318.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.80% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 88.54% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 88.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.57% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.27% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 61.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
