Composer · investment strategy
by Composer Technologies · via Composer
Daily tactic that hedges when markets look too hot, buys dips when they’re washed out, rides leaders in uptrends, and goes inverse in downtrends—using RSI and a 200‑day trend filter. Very aggressive due to UVXY and 3x ETFs.
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.
4 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.
0.1% of weight in (IVV: 3.0%)
3 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. : 99% · 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 ()
5 of 34 funds in its are : PSQ, SQQQ, TQQQ, UPRO, 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 checks if stocks are overheated, oversold, or trending.<br>- Overheated (RSI>~80): buy UVXY (a fund tied to market “fear”/volatility) and some BTAL (defensive long-low-beta/short-high-beta).<br>- Deeply oversold (RSI<~30): buy TQQQ or UPRO (3x long Nasdaq/S&P) for a rebound.<br>- Uptrend (SPY above 200-day avg): own the 3 strongest Vanguard funds (growth/tech-heavy), about 75% invested.<br>- Downtrend: mostly hold PSQ/SQQQ (inverse Nasdaq), sometimes flip to QQQ/TQQQ for short bounces; bonds (TLT, IEF) guide risk.<br>RSI is a 0–100 “speed of move” gauge; 200-day avg marks trend.
Daily tactic that hedges when markets look too hot, buys dips when they’re washed out, rides leaders in uptrends, and goes inverse in downtrends—using RSI and a 200‑day trend filter. Very aggressive due to UVXY and 3x ETFs.
Out-of-sample, this strategy delivers ~32.8% annualized return vs SPY’s ~16%, with Calmar ~1.36 and Sharpe ~0.86—strong risk-adjusted upside. It uses dynamic hedging and trend-following to ride rallies and defend against dips, though drawdowns can exceed SPY’s.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $130.6M | 2026-10-11 | |
| Backtest regulatory fees | $466k | 2026-10-11 | |
| Backtest slippage cost | $4.4M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, long/short, rsi signals, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 196 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "ESGV", "IEF", "IOO", "MGC", "MGK", "PSQ", "QQQ", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO", "UVXY", "VBK", "VCR", "VFH", "VFMO", "VGT", "VONE", "VONG", "VOO", "VOOG", "VOT", "VOX", "VTHR", "VTI", "VTV", "VTWG", "VUG", "VV", "VXF", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,002 | 2026-10-11 | |
| Out-of-sample length | 457 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 229.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1306k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 67.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.81 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.37% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.20% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.71% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 78.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 79.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
