Composer · investment strategy
by Composer Technologies · via Composer
High‑octane, rules‑based switcher: fade overheated stock pops with UVXY, buy 3× tech rebounds after sharp selloffs, or sit in T‑Bills/bonds/gold when fear rises. Uses simple hot/cold (RSI), VIX trend, and Tech‑vs‑Staples leadership to pick risk‑on/off.
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.
9 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.
19.3% of weight in (IVV: 3.0%)
5 funds (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. : 87% · 2026-10-11 ()
58.1% 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 ()
13 of 36 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TBX, TECL, TECS, TMF, TMV, TQQQ, UGL, 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 flips quickly based on simple “heat/cold” and fear checks.<br>- RSI (a 10‑day hot/cold gauge): very hot pops → buy UVXY (a fear ETF) for a brief volatility bump; deep drops → buy 3× tech/semis/S&P (TECL/SOXL/SPXL) for snap‑backs, or hide in T‑Bills (BIL)/long bonds (TMF).<br>- It also uses VIX trends (VIXY), Tech vs Staples (XLK vs XLP), and bond trends to choose risk‑on vs defensive mixes (incl. SVXY, VIXM, BTAL, gold).
High‑octane, rules‑based switcher: fade overheated stock pops with UVXY, buy 3× tech rebounds after sharp selloffs, or sit in T‑Bills/bonds/gold when fear rises. Uses simple hot/cold (RSI), VIX trend, and Tech‑vs‑Staples leadership to pick risk‑on/off.
Out-of-sample edge: ~59% annualized return, Sharpe ~1.65, Calmar ~2.85 vs S&P ~21.7% return and Sharpe ~1.40. Lower beta ~0.70 across 1,266 days; drawdown ~20.9% but stronger risk-adjusted gains and diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $290.5M | 2026-10-11 | |
| Backtest regulatory fees | $665k | 2026-10-11 | |
| Backtest slippage cost | $6.3M | 2026-10-11 |
| AI categories (Composer) | bonds/gold hedging, leveraged etfs, mean reversion, risk-on/risk-off, sector rotation, tactical asset allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,735 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "DGRO", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SCHD", "SOXL", "SPXL", "SPY", "SVXY", "TBX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UGL", "USDU", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 87 | 2026-10-11 | |
| Watchers | 69 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,100 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 130.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2905k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 399.95% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.94% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
