Composer · investment strategy
by Composer Technologies · via Composer
A daily switch between UVXY and a T‑bill fund. It jumps into UVXY only when UVXY’s recent momentum is strong but not extreme; otherwise it stays in cash‑like T‑bills.
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 ()
1 of 2 funds in its are : 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 chooses between two funds: UVXY (a hyper‑volatile fund that surges when market fear rises) and BIL (cash‑like T‑bills). It checks UVXY’s RSI, a 0–100 “speedometer” of recent price moves. If 21‑day RSI > 65 and 10‑day RSI is 74–84 (strong but not overheated), it buys UVXY; otherwise it parks in BIL. Rebalances daily.
A daily switch between UVXY and a T‑bill fund. It jumps into UVXY only when UVXY’s recent momentum is strong but not extreme; otherwise it stays in cash‑like T‑bills.
Out-of-sample returns ~18% vs SPY ~22%, but drawdowns are far lower: ~15% vs ~19% for SPY, with Calmar ~1.20. A steadier, risk‑controlled path to growth, especially during volatile markets.
Success is scary. Let's hide from the scary market when we are way up. -- Jackal A somewhat more aggressive version. -- Proteus
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $138k | 2026-10-19 | |
| Backtest regulatory fees | $26 | 2026-10-19 | |
| Backtest slippage cost | $223 | 2026-10-19 |
| AI categories (Composer) | cash/t-bills, daily rebalancing, momentum, risk-on/risk-off, tactical allocation, vix/uvxy, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 19 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.38 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.24 | 2026-10-19 |
| Remixes (copies) | 85 | 2026-10-19 | |
| Watchers | 24 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,760 | 2026-10-19 | |
| Out-of-sample length | 551 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 19.23% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1281% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.99% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.11% | ||
| 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) | -11.90% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -11.85% | ||
| 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) | 0.72 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Maximum drawdown, backtest period (backtest) | -26.56% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.98% | ||
| Sharpe ratio, backtest period (backtest) | 0.69 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Sortino ratio, backtest period (backtest) | 2.53 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.50% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.93% |
| Annualized turnover, backtest period (backtest) | 2.14 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.83 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 46.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 78.04% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
