Composer · investment strategy
by Composer Technologies · via Composer
All-in tactical rules: ride uptrends with 3× S&P 500 (UPRO), sit in T‑bills (BIL) when conditions worsen, buy volatility (UVXY) in extremes, and buy sharp dips (TECL/UPRO) in bears to seek rebounds while avoiding big slides.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 9 funds in its are : SH, TECL, TQQQ, UPRO, 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.
1) If the market is whipping around or looks too hot, it buys UVXY, a fund that jumps when fear/volatility spikes.<br>2) Otherwise it checks trend: SPY above its 200‑day average = bull; below = bear.<br>3) Bull: if bonds look steadier than betting against stocks, hold UPRO (3× S&P 500); else hold BIL (T‑bills).<br>4) Bear: only buy deep dips (TECL 3× tech or UPRO); otherwise BIL.
All-in tactical rules: ride uptrends with 3× S&P 500 (UPRO), sit in T‑bills (BIL) when conditions worsen, buy volatility (UVXY) in extremes, and buy sharp dips (TECL/UPRO) in bears to seek rebounds while avoiding big slides.
Out-of-sample: ~21.6% vs ~16.3% for the S&P. Regime rules aim for higher upside with risk controls (cash, 3x longs, volatility bets). Drawdowns can be larger (~43.6%), so upside comes with more risk.
blatant plagiarism of TQQQ FTLT | buy market if you see bull. store cash if you see bear. buy uvxy if you want to make money | i want something as basic as holding leveraged SPY with the returns but minus the risk
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $519.1M | 2026-10-19 | |
| Backtest regulatory fees | $738k | 2026-10-19 | |
| Backtest slippage cost | $7.1M | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, momentum, risk-off cash, tactical asset allocation, trend following, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 36 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "QQQ", "SH", "SPY", "TECL", "TQQQ", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.96 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 460 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 106.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 5191k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.37% | ||
| Return, trailing 1 day (out-of-sample) | -3.36% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | -2.15% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 3.19% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 4.77% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -12.56% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.41 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | ||
| Maximum drawdown, backtest period (backtest) | -44.06% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.59% | ||
| Sharpe ratio, backtest period (backtest) | 1.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 48.28% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.65% |
| Annualized turnover, backtest period (backtest) | 24.53 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.49 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.82% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.65% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
