Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule-based switcher. Uses SPY’s 200‑day trend and short‑term RSI “hot/cold” readings to toggle between offense (UPRO/TQQQ) and defense (SPXU, TLT, UVXY, BTAL). Buys big dips; hedges or moves to volatility when markets run too hot.
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.
“it shifts to shock absorbers (UVXY and BTAL)”
“If not, it prefers UPRO (3× S&P) or BTAL.”
“Daily, it first asks:”
“else holds the stronger of SPXU (3× inverse S&P) or TLT”
“If short‑term momentum (RSI, a 0–100 “hot/cold” gauge) is very hot, it shifts to shock absorbers (UVXY and BTAL).”
“it buys big dips in TQQQ/UPRO when deeply oversold”
“is the S&P 500 (SPY) above its 200‑day average? If yes, it’s risk‑on.”
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.
3.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
4 of 7 funds in its are : SPXU, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Daily, it first asks: is the S&P 500 (SPY) above its 200‑day average? If yes, it’s risk‑on. If short‑term momentum (RSI, a 0–100 “hot/cold” gauge) is very hot, it shifts to shock absorbers (UVXY and BTAL). If not, it prefers UPRO (3× S&P) or BTAL. If SPY is below its 200‑day (risk‑off), it buys big dips in TQQQ/UPRO when deeply oversold, else holds the stronger of SPXU (3× inverse S&P) or TLT. UVXY=VIX futures; BTAL=low‑beta long/high‑beta short.
A daily, rule-based switcher. Uses SPY’s 200‑day trend and short‑term RSI “hot/cold” readings to toggle between offense (UPRO/TQQQ) and defense (SPXU, TLT, UVXY, BTAL). Buys big dips; hedges or moves to volatility when markets run too hot.
Out-of-sample edge: Sharpe 1.29 vs 1.13, annualized return 66.5% vs 18.6%, Calmar 1.53. Daily, rules-based rotations among leveraged ETFs, inverses, Treasuries and volatility hedges aim for bigger upside with disciplined risk control vs the S&P 500.
FTLT reddit, but focusing on SPY rather than QQQ. I also added and changed some checks but it sticks close to the original
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.6B | 2026-10-11 | |
| Backtest regulatory fees | $7.4M | 2026-10-11 | |
| Backtest slippage cost | $71.1M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 59 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "SPXU", "SPY", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 519 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 144.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 66101k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 66.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 186.20% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 57.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 57.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.23 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
