Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical portfolio. ~80% hunts for “pops” and “dips” (UVXY hedge when overheated; buy 3x stock ETFs on selloffs; else follow a trend model). ~20% is a diversified trend sleeve with index/sector funds plus SHY/USDU. Very aggressive; uses 3x and VIX products.
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.
18 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%)
16 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 ()
53.3% 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 27 funds in its are : CURE, FAS, FAZ, SOXL, SPXL, SQQQ, SVXY, TECL, TMF, TMV, 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.
80%: pop/dip engine—hot => hedge (UVXY); cold => buy the dip (3x Nasdaq/S&P/semis); else follow trend (bull: growth/financial/healthcare + either a bet that volatility falls (SVXY) or long bonds; bear: inverse ETFs).<br>20%: diversified trend sleeve (index/sector funds + SHY/USDU).<br>Uses a short‑term “hot/cold” score (RSI) and a 200‑day trend; sizes tilt toward calmer positions.
A fast, tactical portfolio. ~80% hunts for “pops” and “dips” (UVXY hedge when overheated; buy 3x stock ETFs on selloffs; else follow a trend model). ~20% is a diversified trend sleeve with index/sector funds plus SHY/USDU. Very aggressive; uses 3x and VIX products.
Out-of-sample annualized return ~38% vs ~19% for the S&P 500, with stronger risk-adjusted metrics (Sharpe ~1.16, Calmar ~1.53) and positive alpha. Drawdowns higher (~25% vs ~19%), but bigger upside in trend/vol regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.6M | 2026-10-11 | |
| Backtest regulatory fees | $19k | 2026-10-11 | |
| Backtest slippage cost | $160k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, sector rotation, tactical rotation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,206 | 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) | 0.16 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "FAS", "FAZ", "IEF", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "UVXY", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 653 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 68.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 76k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 132.13% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.09% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.21% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
