Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical switcher: rides the S&P 500 with UPRO when trend is up, flips to UVXY when markets look overheated, and in weak trends buys dips (TECL/UPRO) or defends with SPXS or TLT. Very high risk; relies on leveraged and volatility funds.
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 ()
7 of 22 funds in its are : SH, SPXL, SPXS, 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 it scans many market/sector ETFs with a 10‑day RSI (a short‑term “heat” gauge: high=hot, low=cold). If any look too hot, it buys UVXY (VIX futures; jumps when stocks drop), sometimes 75% UVXY + 25% BTAL (defensive). If not hot, it checks trend: Above 200‑day = hold UPRO (3x S&P 500) unless short‑term is too hot (then UVXY). Below 200‑day = buy dips (TECL or UPRO) or defend with SPXS (3x inverse S&P) or TLT (Treasuries) by recent strength.
Daily tactical switcher: rides the S&P 500 with UPRO when trend is up, flips to UVXY when markets look overheated, and in weak trends buys dips (TECL/UPRO) or defends with SPXS or TLT. Very high risk; relies on leveraged and volatility funds.
Out-of-sample, it yields better risk-adjusted return (oos Sharpe ~1.10 vs SPY ~1.04) and far higher annualized gain (~60% vs ~17%), but with much larger drawdowns (~49% vs ~19%), i.e., bigger upside with higher risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $37.7B | 2026-10-11 | |
| Backtest regulatory fees | $40.9M | 2026-10-11 | |
| Backtest slippage cost | $395.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, tactical allocation, trend following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 113 | 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[ "BTAL", "IOO", "QQQ", "QQQE", "SH", "SPXL", "SPXS", "SPY", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLE", "XLF", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 493 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 184.48% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 377172k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 153.18% | 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) | 37.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.57% | 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) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.05% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.84 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.74% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
