Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical strategy using leveraged funds: buy 3x “bull” ETFs on deep dips, switch to UVXY when markets look overheated, ride UPRO when the S&P 500 is trending up, and go defensive (staples or a bond fund) when the trend is down. High risk.
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%)
No funds
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 ()
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% · 2026-10-19 ()
6 of 17 funds in its are : FAS, SOXL, 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.
Each day the strategy checks whether key markets look very cold or very hot using a short‑term “hot/cold” gauge of recent moves.<br>If deeply cold, it buys 3x bull funds (SOXL, TQQQ, or UPRO) for rebound.<br>If very hot, it switches to UVXY to benefit from a pullback spike.<br>If neither, it rides the S&P 500 uptrend with UPRO when above its 200‑day average; otherwise it goes defensive in staples (XLP) or a bond fund (VBF).
A daily tactical strategy using leveraged funds: buy 3x “bull” ETFs on deep dips, switch to UVXY when markets look overheated, ride UPRO when the S&P 500 is trending up, and go defensive (staples or a bond fund) when the trend is down. High risk.
Out-of-sample, this strategy delivers ~47% annualized return vs ~19% for the S&P, with strong risk-adjusted metrics (Calmar ~2.31; Sharpe ~1.07). Higher upside and diversification, but larger drawdowns (~20% vs ~9%).
25% Referral Code: fczMHII-TRADE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.3B | 2026-10-19 | |
| Backtest regulatory fees | $4.9M | 2026-10-19 | |
| Backtest slippage cost | $47.0M | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, high risk, leveraged etfs, momentum & mean‑reversion, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 66 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "QQQ", "QQQE", "SMH", "SOXL", "SPY", "TECL", "TQQQ", "UPRO", "UVXY", "VBF", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,655 | 2026-10-19 | |
| Out-of-sample length | 309 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 148.08% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 53057k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.06% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.25% | ||
| Return, trailing 1 day (out-of-sample) | 12.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.98% | ||
| Return, trailing 1 week (out-of-sample) | 13.37% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 71.00% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 50.08% | ||
| Return, trailing 2 weeks (out-of-sample) | 14.53% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 12.72% | ||
| SPY annualized return over the backtest window (backtest) | 14.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.30 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.31 | ||
| Maximum drawdown, backtest period (backtest) | -34.42% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.35% | ||
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Sortino ratio, backtest period (backtest) | 3.71 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 53.39% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.14% |
| Annualized turnover, backtest period (backtest) | 37.71 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.54 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.79% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.81% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
