Composer · investment strategy
by Composer Technologies · via Composer
A rules-based US large-cap strategy that: uses a UVXY “fear” signal to go volatility or defensive, and otherwise follows the S&P 500 trend to rotate into either 3 recent leaders (in weak markets) or 10 steadier blue chips (in strong markets), sized by inverse volatility.
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.
11 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 ()
0.0% 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 ()
2 of 57 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 Fixed income 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.
UVXY is a “fear” ETF that jumps when volatility spikes. RSI (0–100) is a hot/cold gauge; moving averages are average prices. If UVXY’s RSI > 65 and it’s trending up, the strategy buys UVXY; if not, it parks in short‑term bonds (SUB, SHY) and the US dollar (UUP). Otherwise it checks the S&P 500 trend using UPRO (3× SPY). If weak, it owns the 3 recent leaders among big US stocks; if strong, 10 steadier blue chips, giving bigger weights to calmer names.
A rules-based US large-cap strategy that: uses a UVXY “fear” signal to go volatility or defensive, and otherwise follows the S&P 500 trend to rotate into either 3 recent leaders (in weak markets) or 10 steadier blue chips (in strong markets), sized by inverse volatility.
Out-of-sample edge: Sharpe ~1.66 vs SPY ~1.64; annualized return ~80% vs ~23%; Calmar ~3.10 signaling strong risk-adjusted growth. Note higher drawdown ~25.8% vs ~8%—but the strategy achieves superior upside with volatility timing.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44k | 2026-10-19 | |
| Backtest regulatory fees | $31 | 2026-10-19 | |
| Backtest slippage cost | $134 | 2026-10-19 |
| AI categories (Composer) | defensive sleeve, inverse-vol weighting, trend-following, us large-cap rotation, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 180 | 2026-10-19 | |
| Rebalance corridor width | 0.10% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ABT", "AMAT", "AMD", "AMZN", "APP", "AVGO", "AXP", "BAC", "BRK/B", "C", "CAT", "COST", "CRM", "CSCO", "CVX", "DIS", "GE", "GOOGL", "GS", "HD", "IBM", "ISRG", "JNJ", "JPM", "KO", "LLY", "LRCX", "MA", "MCD", "META", "MRK", "MS", "MSFT", "MU", "NFLX", "NVDA", "ORCL", "PG", "PLTR", "PM", "RTX", "SHY", "SPY", "SUB", "TMO", "TMUS", "TSLA", "UNH", "UPRO", "UUP", "UVXY", "V", "WFC", "WMT", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.35 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-19 |
| Remixes (copies) | 15 | 2026-10-19 | |
| Watchers | 15 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 684 | 2026-10-19 | |
| Out-of-sample length | 162 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 72.52% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 340.35% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 80.06% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.26% | ||
| Return, trailing 1 day (out-of-sample) | -4.33% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.95% | ||
| Return, trailing 1 week (out-of-sample) | -5.61% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 38.84% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -7.98% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -4.96% | ||
| SPY annualized return over the backtest window (backtest) | 19.53% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.37 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.10 | ||
| Maximum drawdown, backtest period (backtest) | -30.60% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.83% | ||
| Sharpe ratio, backtest period (backtest) | 1.59 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.66 | ||
| Sortino ratio, backtest period (backtest) | 2.38 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 39.19% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.66% |
| Annualized turnover, backtest period (backtest) | 8.22 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.42 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.58% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.94% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
