Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy that buys 3x stock ETFs on deep dips, flips to UVXY when markets look overheated, and otherwise uses simple trend/risk checks to choose between 3x bull, 3x bear, or cash‑like bonds. Very aggressive; rebalanced daily.
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.
0.5% of weight in (IVV: 3.0%)
3 funds (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. : 94% · 2026-10-11 ()
31.5% 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 ()
7 of 10 funds in its are : SOXL, SPXL, SQQQ, SVXY, 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.
Daily playbook: - First, check market stress (VIXM). If stress is high, use quick “pop” rules: buy UVXY when stocks look overheated, buy 3x bull ETFs on deep dips, else sit in T‑bills. - If stress is normal, do the same pop checks; if no signal, use a trend/risk filter (SVXY and 60‑day momentum) to choose among a 3x bull, a 3x bear, or short‑term bonds. RSI = quick “hot/cold” gauge (0–100): <30 washed out, >80 overheated.
A fast, tactical strategy that buys 3x stock ETFs on deep dips, flips to UVXY when markets look overheated, and otherwise uses simple trend/risk checks to choose between 3x bull, 3x bear, or cash‑like bonds. Very aggressive; rebalanced daily.
Out-of-sample: ~70.8% annualized return, ~39% max drawdown, Calmar ~1.81, vs SPY ~20.8% return, ~18.8% drawdown. Sharpe ~1.37. Greater upside with volatility-aware, rule-based leverage vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $237.0M | 2026-10-11 | |
| Backtest regulatory fees | $446k | 2026-10-11 | |
| Backtest slippage cost | $4.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean‑reversion, momentum/regime filter, risk‑on/off, tactical allocation, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 193 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "SOXL", "SPXL", "SQQQ", "SVXY", "TECL", "TQQQ", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 51 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,770 | 2026-10-11 | |
| Out-of-sample length | 969 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 96.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2370k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 685.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.66% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.44% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 98.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 98.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.45% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.77% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.18% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.10% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.58 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
