Composer · investment strategy
by Composer Technologies · via Composer
Daily, one‑position strategy that rides the S&P 500 with 3x leverage in uptrends, flips to inverse S&P or Treasuries in downtrends, and briefly buys volatility when rallies look overheated, using long‑ and short‑term “hot/cold” checks.
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.
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 6 funds in its are : SPXL, SPXU, 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 it holds one ETF: UPRO (3x S&P 500), SPXU (3x inverse S&P 500), TLT (long‑term U.S. Treasuries), or UVXY (market volatility). It first checks trend: is the S&P above its 200‑day average? If yes, hold UPRO unless a 10‑day “hot/cold” meter (RSI) is very hot, then switch to UVXY. If no, buy UPRO only on very cold readings; otherwise pick SPXU or TLT by short‑term strength, or flip between SPXU/UPRO using that meter.
Daily, one‑position strategy that rides the S&P 500 with 3x leverage in uptrends, flips to inverse S&P or Treasuries in downtrends, and briefly buys volatility when rallies look overheated, using long‑ and short‑term “hot/cold” checks.
Out-of-sample, this strategy offers higher risk-adjusted returns than the S&P 500: Sharpe ≈1.08 vs 1.03, annualized ≈49% vs 17%, Calmar ≈1.10. It leverages uptrends and hedges downturns for stronger growth, with larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $131.0M | 2026-10-11 | |
| Backtest regulatory fees | $83k | 2026-10-11 | |
| Backtest slippage cost | $795k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, s&p 500, tactical allocation, treasuries, trend following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 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[ "SPXL", "SPXU", "SPY", "TLT", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 432 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 88.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1310k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.18% | 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) | 53.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.73% | 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) | 1.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 15.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
