Composer · investment strategy
by Composer Technologies · via Composer
All‑or‑nothing, contrarian switch: when parts of the market look overheated on a short‑term meter, it buys UVXY to bet on a volatility pop; otherwise it stays in SPY. Very high risk because UVXY is extremely volatile and tends to decay over time.
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 2026-10-11
: 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
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 ()
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% · 2026-10-11 ()
4 of 12 funds in its are : FAS, TECL, TQQQ, 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 a 10‑day “heat” score (RSI, 0–100) on several market funds: tech, value/growth, communications, staples, discretionary, financials, Nasdaq, and SPY. If any score is extremely high (about 80+; 75 for staples), it flips 100% into UVXY—a fund that jumps when fear/volatility spikes but usually bleeds in calm times. If none are hot, it holds 100% SPY. Trades only when readings cross those lines.
All‑or‑nothing, contrarian switch: when parts of the market look overheated on a short‑term meter, it buys UVXY to bet on a volatility pop; otherwise it stays in SPY. Very high risk because UVXY is extremely volatile and tends to decay over time.
Out-of-sample, this strategy shows superior risk-adjusted upside vs SPY: oos return ~53.9% vs 18.4%, Sharpe ~1.25 vs ~1.12, Calmar ~2.27. Low beta ~0.35 with drawdown ~23.7%—strong growth with defined risk.
FTLT or Bull or Bonds UVXY Frontrunner w/ spy in the else
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $37.2M | 2026-10-11 | |
| Backtest regulatory fees | $44k | 2026-10-11 | |
| Backtest slippage cost | $422k | 2026-10-11 |
| AI categories (Composer) | all-or-nothing, contrarian, high risk, rsi-based, sector signals, spy, uvxy, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 49 | 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[ "FAS", "QQQE", "SPY", "TECL", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 576 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 76.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 372k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 168.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
