Composer · investment strategy
by Composer Technologies · via Composer
A daily, event-driven system that treats UVXY as a fear thermometer: buy UVXY as fear builds, flip to semiconductors at peak panic, hide in T‑Bills when calm, and buy the most beaten‑down 3x fund when the S&P 500 is very oversold.
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.
1 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
5 of 7 funds in its are : SOXL, TECL, TMF, 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.
Daily it reads two gauges: RSI (a 0–100 “hot/cold” speedometer of recent price moves) and UVXY (a fund that jumps when market fear spikes). If SPY’s RSI <30, it buys the most beaten‑down of SOXL (3x semis), TECL (3x tech), UPRO (3x S&P 500) or TMF (3x long Treasuries). Otherwise it uses UVXY’s RSI: 74–84 → buy UVXY; >84 → pivot to SOXL; <74 → hold BIL (T‑Bills). Two versions of these rules run and are averaged 50/50.
A daily, event-driven system that treats UVXY as a fear thermometer: buy UVXY as fear builds, flip to semiconductors at peak panic, hide in T‑Bills when calm, and buy the most beaten‑down 3x fund when the S&P 500 is very oversold.
Out-of-sample risk-adjusted edge: Sharpe ~1.15, Calmar ~1.29, drawdown ~15% vs SPY ~19%, beta ~0.24, annualized ~19.3% (vs SPY 21.6%). More resilient to losses with smoother, less correlated returns than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $540k | 2026-10-19 | |
| Backtest regulatory fees | $346 | 2026-10-19 | |
| Backtest slippage cost | $2,690 | 2026-10-19 |
| AI categories (Composer) | event-driven, leveraged etfs, mean reversion, risk-on/risk-off, tactical rotation, volatility momentum | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 37 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SOXL", "SPY", "TECL", "TMF", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 |
| Remixes (copies) | 126 | 2026-10-19 | |
| Watchers | 39 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,760 | 2026-10-19 | |
| Out-of-sample length | 552 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 30.64% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 5301% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.28% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.61% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -5.34% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -5.28% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 14.98% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.33 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.29 | ||
| Maximum drawdown, backtest period (backtest) | -23.08% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.98% | ||
| Sharpe ratio, backtest period (backtest) | 0.96 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Sortino ratio, backtest period (backtest) | 3.46 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.84 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 32.28% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.51% |
| Annualized turnover, backtest period (backtest) | 6.53 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.93 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 46.78% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 77.90% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
