Composer · investment strategy
by Composer Technologies · via Composer
Rides the Nasdaq with light leverage in uptrends, hides in T‑bills in downtrends, and takes short-term swings in semiconductors or volatility when markets look overheated or stretched.
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 2026-10-19
: 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%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 2026-10-19 ()
50.0% 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% · 2026-10-19 ()
6 of 15 funds in its are : QLD, SOXL, SOXS, SQQQ, 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.
Rules in order:<br>- If a heat gauge (RSI, 0–100) on big indexes/sectors is very high, buy UVXY (benefits when fear/vol spikes).<br>- Else check semiconductors (SOXX): if very hot, short them (SOXS); if very cold, also use SOXS.<br>- Else use a long‑trend filter (SPY vs 200‑day): above it, mostly 50% QQQ + 50% QLD (~1.5× Nasdaq), sometimes SOXL or SQQQ; below it, mostly BIL (T‑bills). KMLM is a cross‑market trend yardstick.
Rides the Nasdaq with light leverage in uptrends, hides in T‑bills in downtrends, and takes short-term swings in semiconductors or volatility when markets look overheated or stretched.
A tactical Nasdaq/semis strategy with volatility hedges and cash safety. In uptrends it offers ~1.5x Nasdaq exposure and selective semis bets; in spikes it diversifies risk. Note: OOS risk-adjusted return and drawdown underperform SPY—use as diversification overlay, not core.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44.4M | 2026-10-19 | |
| Backtest regulatory fees | $234k | 2026-10-19 | |
| Backtest slippage cost | $2.2M | 2026-10-19 |
| AI categories (Composer) | 200-day trend filter, leveraged etfs, nasdaq, rsi/overbought, semiconductors, tactical timing, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 80 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.83 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "KMLM", "QLD", "QQQ", "SOXL", "SOXS", "SOXX", "SPY", "SQQQ", "TQQQ", "UVXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 |
| Remixes (copies) | 41 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 525 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 323.58% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 444k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.93% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.27% | ||
| Return, trailing 1 day (out-of-sample) | -3.77% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -12.59% | ||
| Return, trailing 1 week (out-of-sample) | -12.90% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -14.25% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 33.58% | ||
| Return, trailing 2 weeks (out-of-sample) | -12.66% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -1.19% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.44 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.21 | ||
| Maximum drawdown, backtest period (backtest) | -72.81% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -72.81% | ||
| Sharpe ratio, backtest period (backtest) | 2.23 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Sortino ratio, backtest period (backtest) | 3.80 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 78.76% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 84.63% |
| Annualized turnover, backtest period (backtest) | 107.96 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 108.11 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.33% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.52% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
