Composer · investment strategy
by Composer Technologies · via Composer
Leverage stocks when volatility cools; otherwise hide in short Treasuries. If fear is high but the S&P 500 just dropped >2% over 5 days, buy the dip with SPY instead of hiding.
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 ()
2 of 4 funds in its are : 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.
It watches UVXY, a “fear” ETF that jumps when market volatility rises. It compares two UVXY scores called RSI (0–100; higher = stronger recent gains): a 32‑day score vs a 4‑day score. If the long-term score is higher (fear easing), it goes all‑in to UPRO (a 3× S&P 500 fund). Otherwise (fear rising), it parks in SHY (1–3yr Treasuries) unless the S&P 500 (SPY) has fallen more than 2% in 5 days—then it buys SPY to “buy the dip.” Note: UPRO is very risky.
Leverage stocks when volatility cools; otherwise hide in short Treasuries. If fear is high but the S&P 500 just dropped >2% over 5 days, buy the dip with SPY instead of hiding.
Out-of-sample edge: ~47.5% annualized return vs ~22.4% for SPY; Sharpe ~1.39, Calmar ~1.62. Drawdowns ~29% vs ~19%. Uses volatility signals to shift between levered equities, short bonds, and dip-buying SPY for higher risk-adjusted growth.
so if the volatility of SPY calms down, you go 3x leveraged, and buy UPRO. go into bonds if spy drops 2%? dont know if i have that step right.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $995k | 2026-10-11 | |
| Backtest regulatory fees | $4,879 | 2026-10-11 | |
| Backtest slippage cost | $41k | 2026-10-11 |
| AI categories (Composer) | leveraged equities, risk-on/risk-off, short-term treasuries, tactical allocation, us large-cap stocks, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "SHY", "SPY", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 43 | 2026-10-11 | |
| Watchers | 31 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,743 | 2026-10-11 | |
| Out-of-sample length | 1,012 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 36.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9849% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 377.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.45% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 68.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 69.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.55% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
