Composer · investment strategy
by Composer Technologies · via Composer
Buys UVXY to front‑run volatility spikes when major market/sector ETFs look overheated or after a sharp drop‑then‑bounce; otherwise sits in T‑bills (BIL). It only ever holds UVXY or cash; the other ETFs are just signals.
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.
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% · 2026-10-11 ()
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 13 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’s a volatility alarm. Each day it checks a 10‑day “heat” score called RSI (it compares recent up vs down days; high = overheated) on big market/sector funds: SPY; Nasdaq‑100 funds TQQQ/QQQE; tech TECL; financials FAS; communications VOX; consumer XLP/XLY; growth/value VOOG/VOOV/VTV. If any look very hot (~79–80), it buys UVXY (jumps when volatility spikes). If not, it parks in BIL (T‑bills). It also buys UVXY after a whiplash: TQQQ down >12% in 6 days then up >5.5% in 1 day. Only UVXY or BIL are held.<br>
Buys UVXY to front‑run volatility spikes when major market/sector ETFs look overheated or after a sharp drop‑then‑bounce; otherwise sits in T‑bills (BIL). It only ever holds UVXY or cash; the other ETFs are just signals.
Volatility-timing strategy delivering ~21%/yr out-of-sample, with a clear risk-on/off rule: UVXY on spikes, else BIL. Nearly S&P-like growth but with a systematic diversification edge, though it carries higher drawdown and lower risk-adjusted return than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18.7M | 2026-10-11 | |
| Backtest regulatory fees | $38k | 2026-10-11 | |
| Backtest slippage cost | $357k | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, risk-on/off, rsi overbought triggers, short-term, tactical uvxy, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 60 | 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[ "BIL", "FAS", "QQQE", "SPY", "TECL", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.51 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.22 | 2026-10-11 |
| Remixes (copies) | 64 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 837 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 68.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 187k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 88.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -9.08% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -9.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.16% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.45 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 74.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
