Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based strategy that uses SPY’s trend and RSI “heat” to switch between 3x S&P exposure (UPRO), 3x short (SPXU), 3x tech (TECL), a volatility play (UVXY), or safe bonds/cash (IEF/BSV/BIL).
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.
3.2% of weight in (IVV: 3.0%)
1 fund (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. : 99% · 2026-10-11 ()
100.0% 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 9 funds in its are : SPXU, TECL, 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.
Daily check: Is SPY above its 200‑day average (uptrend)? If yes, hold UPRO (3x S&P) unless very “hot”: if SPY or QQQ 10‑day RSI >80 buy UVXY (volatility), or if SPY 60‑day RSI >60 hold BIL (T‑bills).<br>If below (downtrend): if QQQ RSI<30 buy TECL (3x tech bounce). Else if SPY > 25‑day avg then RSI>70→SPXU (3x short S&P) else UPRO. Else choose the strongest of IEF (Treasuries), SPXU, or BSV (short bonds).<br>RSI=0–100 heat gauge; moving average=avg price.
A daily, rules-based strategy that uses SPY’s trend and RSI “heat” to switch between 3x S&P exposure (UPRO), 3x short (SPXU), 3x tech (TECL), a volatility play (UVXY), or safe bonds/cash (IEF/BSV/BIL).
Out-of-sample, it rotates among leveraged equities, volatility hedges, and bonds, delivering higher risk-adjusted returns than the S&P: Sharpe ~1.27 vs 1.21, Calmar ~1.82, and ~65% annualized return vs ~20%, with drawdowns ~36%.
1/18/2018
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4B | 2026-10-11 | |
| Backtest regulatory fees | $1.6M | 2026-10-11 | |
| Backtest slippage cost | $15.7M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, regime-switching, tactical allocation, treasuries, trend-following, us equities, volatility-hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 34 | 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[ "BIL", "BSV", "IEF", "QQQ", "SPXU", "SPY", "TECL", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 83 | 2026-10-11 | |
| Watchers | 35 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 120.42% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13907k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 182.09% | 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) | 36.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.30% | 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) | 3.38 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.61% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.61% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.08 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.21% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
