Composer · investment strategy
by Composer Technologies · via Composer
Tactical strategy that hunts short “pops”: gold strength triggers contrarian buys in lagging leveraged ETFs; volatility spikes send it to UVXY; sharp pullbacks cue oversold 3x bull buys; otherwise it parks in T‑Bills.
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.
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% · 2026-10-11 ()
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 ()
9 of 11 funds in its are : CURE, LABD, SOXL, SOXS, SPXL, TECL, TQQQ, UGL, 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.
Tracks a small set of fast ETFs: 3x bulls (SOXL=semis, TQQQ=Nasdaq‑100, SPXL=S&P 500, TECL=tech), 3x bears (SOXS, LABD), 2x gold (UGL), UVXY (volatility hedge), BIL (T‑Bills).<br>If gold just surged, buy the worst recent performer (bounce). Else if S&P 500 gets very jumpy, buy UVXY. Else if the market is dropping, buy oversold 3x bulls when a 10‑day heat meter (RSI) reads <30; if >80, park in UVXY; otherwise use 3x bears. If none, hold BIL.
Tactical strategy that hunts short “pops”: gold strength triggers contrarian buys in lagging leveraged ETFs; volatility spikes send it to UVXY; sharp pullbacks cue oversold 3x bull buys; otherwise it parks in T‑Bills.
Out-of-sample edge: ~47% annualized return vs SPY ~18%; max drawdown ~9.8% vs 18.8%; Calmar ~4.78; Sharpe ~1.06. Higher risk-adjusted gains with tighter downside protection than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $386k | 2026-10-11 | |
| Backtest regulatory fees | $407 | 2026-10-11 | |
| Backtest slippage cost | $3,252 | 2026-10-11 |
| AI categories (Composer) | cash parking, gold signal, leveraged etfs, mean-reversion, tactical, tech/semis/biotech, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 64 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 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[ "BIL", "CURE", "LABD", "SOXL", "SOXS", "SPXL", "SPY", "TECL", "TQQQ", "UGL", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,854 | 2026-10-11 | |
| Out-of-sample length | 503 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3761% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 116.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.52% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.01 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 74.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
