Composer · investment strategy
by Composer Technologies · via Composer
Rules-based swing trader of leveraged tech/semis. It fades overheated spikes, buys sharp selloffs, rides trends, and retreats to cash or Treasuries in turbulence. Signals come from a heat gauge (RSI), big TQQQ moves, trend, and fear (VIXY). K‑1 free.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
9 of 24 funds in its are : ERX, FAS, SOXL, SOXS, TECL, TECS, TMF, TMV, TQQQ
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 it reads a heat meter (RSI), big one‑day pops/drops in 3x Nasdaq (TQQQ), trend (QQQ vs its average), and fear (VIXY).<br>Offense: buy 3x tech/semis (TECL, SOXL) in calm uptrends or after sharp drops.<br>Defense: short semis/tech (SOXS, TECS) after overheated pops, or park in cash (BIL) or Treasuries (TMF/TMV). Flags danger when staples beat tech (XLK vs XLP). 3x funds are very volatile. K‑1 free.
Rules-based swing trader of leveraged tech/semis. It fades overheated spikes, buys sharp selloffs, rides trends, and retreats to cash or Treasuries in turbulence. Signals come from a heat gauge (RSI), big TQQQ moves, trend, and fear (VIXY). K‑1 free.
Out-of-sample annualized return ~29% vs SPY ~19.6%; adaptive risk controls ride tech uptrends and fade spikes with leveraged ETFs. K‑1 free. Higher upside but larger drawdowns (~68%) and volatility than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.7B | 2026-10-11 | |
| Backtest regulatory fees | $41.7M | 2026-10-11 | |
| Backtest slippage cost | $403.5M | 2026-10-11 |
| AI categories (Composer) | cash/treasuries, leveraged etfs, mean reversion, momentum, regime switching, risk-on/risk-off, tactical trading, tech/semiconductors, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,056 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SOXL", "SOXS", "SPY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 802 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 152.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 67352k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 126.09% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -31.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -31.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -68.98% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -67.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 77.76 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 80.12 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 63.84% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
