Composer · investment strategy
by Composer Technologies · via Composer
A daily, volatility-first strategy: jump to UVXY when the market is overheated, buy TQQQ when oversold, or blend SVXY+TQQQ when vol is easing. Otherwise follow trend: QQQ mix in uptrends, defensives in downtrends. Very active and high risk.
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.
2 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%)
1 fund (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. : 100% · 2026-10-11 ()
100.0% 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 14 funds in its are : QLD, SPXL, SVXY, 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 rules:<br>1) If the market is “too hot” (RSI—a 0–100 heat score—very high on SPXL/TQQQ), buy UVXY (benefits from volatility spikes).<br>2) If TQQQ is “washed out” (RSI very low), buy TQQQ.<br>3) If volatility has been fading (SVXY up over 5 days), split between SVXY (short vol) and TQQQ by risk.<br>4) Else use a trend filter: in uptrends own QQQ/TQQQ/QLD + some SHY; in downtrends rotate to UUP, XLP, XLU, XLE, SHY. Add SVXY only when IEF beats BIL.
A daily, volatility-first strategy: jump to UVXY when the market is overheated, buy TQQQ when oversold, or blend SVXY+TQQQ when vol is easing. Otherwise follow trend: QQQ mix in uptrends, defensives in downtrends. Very active and high risk.
Out-of-sample, this strategy shows higher growth with strong risk-adjusted returns: ~62.7% annualized vs SPY ~21.2%, Sharpe ~1.52, Calmar ~2.09. It times volatility/regimes for upside while controlling risk, though drawdowns may be larger in stress.
No longer uses the BB Bil/IEF signal in favor of a Cu.Ret logic gate at the front
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $968.5M | 2026-10-11 | |
| Backtest regulatory fees | $3.0M | 2026-10-11 | |
| Backtest slippage cost | $28.7M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, defensive hedging, leveraged etfs, regime switching, sector rotation, trend & mean reversion, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 105 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.64 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IEF", "QLD", "QQQ", "SHY", "SPXL", "SPY", "SVXY", "TQQQ", "UUP", "UVXY", "XLE", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.61 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 445 | 2026-10-11 | |
| Watchers | 171 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 988 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 116.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9685k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 62.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 574.99% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.98% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.31% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
