Composer · investment strategy
by Composer Technologies · via Composer
Rules-based portfolio that hedges with UVXY when markets get overheated, rides strong uptrends using 3x tech/stock funds, and rotates to Treasuries, cash, gold, or defensive funds when selloffs or volatility appear. Signals use RSI, VIX, fast moves, and sector tells.
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.
23.2% 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. : 92% · 2026-10-11 ()
59.7% 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.
Simple idea under many rules:<br>- If stocks look “too hot” (RSI ~80 on broad funds), briefly buy UVXY (jumps when fear spikes), aiming to catch a pullback.<br>- If trend is calm/up, ride fast movers (3x tech/semis/SP500).<br>- If drops are sharp or fear rises (VIX, drawdowns), shift to Treasuries (TMF), cash (BIL), gold (UGL) or defensive funds (BTAL/SVXY).<br>Signals: RSI=hot/cold gauge, quick % moves, drawdown, VIX trend, tech vs staples/utilities.
Rules-based portfolio that hedges with UVXY when markets get overheated, rides strong uptrends using 3x tech/stock funds, and rotates to Treasuries, cash, gold, or defensive funds when selloffs or volatility appear. Signals use RSI, VIX, fast moves, and sector tells.
Out-of-sample, this strategy outperforms the S&P on risk-adjusted metrics: OOS return ~69% vs ~21.7%, Sharpe ~1.60 vs 1.40, Calmar ~2.90, alpha ~+0.43, beta ~0.81— delivering higher upside with less market sensitivity.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5B | 2026-10-11 | |
| Backtest regulatory fees | $3.5M | 2026-10-11 | |
| Backtest slippage cost | $33.2M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, multi-asset rotation, risk-on/risk-off, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,705 | 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) | 0.29 | 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) | 0.43 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 158 | 2026-10-11 | |
| Watchers | 89 | 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) | 162.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 14615k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 69.07% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 512.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.03% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.69% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.83% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.84 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.82 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
