Composer · investment strategy
by Composer Technologies · via Composer
Switches between a fear spike hedge (UVXY) when markets look overheated, a tech rebound bet (TQQQ) when oversold, and a defensive mix of gold, short Treasuries, and the U.S. dollar when neither extreme is present.
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.
0.0% 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 ()
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 ()
3 of 7 funds in its are : SPXL, 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.
Looks at a 10‑day price “speedometer” (RSI, 0–100): high=overheated, low=washed‑out.<br>- If a 3x tech fund (TQQQ) is very hot (>79), buy UVXY (jumps when market fear spikes).<br>- Else if a 3x S&P fund (SPXL) is very hot (>80), buy UVXY.<br>- Else if Nasdaq QQQ is very cold (<31), buy TQQQ (3x rebound bet).<br>- Otherwise hold equal GLD (gold), SHY (short Treasuries), UUP (U.S. dollar).<br>Note: UVXY and TQQQ are very volatile.
Switches between a fear spike hedge (UVXY) when markets look overheated, a tech rebound bet (TQQQ) when oversold, and a defensive mix of gold, short Treasuries, and the U.S. dollar when neither extreme is present.
Out-of-sample edge: 32.34% annualized return vs 21.70% for the S&P, with a Calmar ~1.39 (stronger risk-adjusted returns). Drawdowns may be larger (~23%), but hedges and tactical bets aim for outsized upside versus the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.1M | 2026-10-11 | |
| Backtest regulatory fees | $8,066 | 2026-10-11 | |
| Backtest slippage cost | $68k | 2026-10-11 |
| AI categories (Composer) | defensive assets, leveraged etfs, momentum/mean reversion, tactical timing, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 17 | 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) | 0.38 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SHY", "SPXL", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 82 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 879 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.36% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 61k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 166.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.51% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
