Composer · investment strategy
by Composer Technologies · via Composer
Fades extremes: buys “fear” (UVXY) when stocks look overheated, buys 3x equity rebounds when they’re washed out, and otherwise sits in a calmer, trend‑aware mix. Uses volatile, leveraged ETFs—expect big swings.
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.
8 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.
28.6% of weight in (IVV: 3.0%)
4 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. : 90% · 2026-10-11 ()
50.4% 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 33 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 watches many “thermometers” of market heat. RSI is a 0–100 hot/cold gauge; >80 = overheated, <30 = washed‑out.<br>• If heat is very high across major indexes/sectors, it buys UVXY (a fear‑spike hedge).<br>• If heat is very low after sharp drops, it buys 3x tech/semis/S&P to catch rebounds.<br>• Otherwise it holds dividend stocks and mixes in bonds, gold, dollar, or short‑vol based on trends (tech vs staples, SPY vs utilities, Treasuries). High risk.
Fades extremes: buys “fear” (UVXY) when stocks look overheated, buys 3x equity rebounds when they’re washed out, and otherwise sits in a calmer, trend‑aware mix. Uses volatile, leveraged ETFs—expect big swings.
Out-of-sample edge: ~70% annualized return vs SPY ~21.7%, Sharpe 1.64 vs 1.40, Calmar 3.01. Beta ~0.89 with hedges offers diversification; higher drawdown (~23.4% vs ~18.8%), but substantially stronger upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $461.4M | 2026-10-11 | |
| Backtest regulatory fees | $973k | 2026-10-11 | |
| Backtest slippage cost | $9.3M | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 663 | 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) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "BTAL", "DBC", "DGRO", "ERX", "FAS", "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) | 0.41 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 453 | 2026-10-11 | |
| Watchers | 158 | 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) | 139.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4614k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 528.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.01 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.95 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
