Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based swing system focused on Tech/Semis. It flips between long, short, and cash using RSI (hot/cold), volatility (VIX), trend, and bond signals. Buys dips, fades spikes, steps aside in turmoil. Uses 3x ETFs; high risk/high turnover.
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.
1 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 ()
10 of 27 funds in its are : ERX, FAS, SOXL, SOXS, SQQQ, 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 3 dashboards: Stocks (RSI/trend on SPY/QQQ/TQQQ), Volatility (VIXY), and Bonds (Treasuries vs T‑Bills). RSI is a 0–100 “hot/cold” gauge; low = washed‑out, high = overheated. If fear is low and Tech leads, it buys 3x Tech/Semis (TECL/SOXL) on dips. If fear rises or prices spike, it uses 3x inverse (SOXS/TECS/SQQQ) or parks in T‑Bills (BIL). Bond checks add TMF/TMV and gate risk-on. Usually 1 ETF at a time. K‑1 Free ETFs.
Aggressive, rules‑based swing system focused on Tech/Semis. It flips between long, short, and cash using RSI (hot/cold), volatility (VIX), trend, and bond signals. Buys dips, fades spikes, steps aside in turmoil. Uses 3x ETFs; high risk/high turnover.
Tech-focused, out-of-sample strategy with ~72% annualized upside vs ~20% for the S&P, plus Calmar ~1.20 and built-in risk controls. Likely strongest in tech rallies; expect higher drawdowns and slightly lower OOS Sharpe.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $39.8B | 2026-10-11 | |
| Backtest regulatory fees | $151.1M | 2026-10-11 | |
| Backtest slippage cost | $1.5B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/off, tactical asset allocation, tech/semis focus, trend-following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,071 | 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", "BSV", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SOXL", "SOXS", "SPHB", "SPY", "SQQQ", "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) | 0.50 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 53 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 801 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 185.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 397604k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 71.98% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 461.62% | 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) | 6.38% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.00% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -70.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 75.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 79.70 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 80.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 62.55% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
