Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy, rules‑based strategy using 3x ETFs. It rides uptrends, buys sharp dips, and quickly shifts to inverse hedges or defensive ETFs when markets get overheated or volatile. Uses moving averages, RSI, and bond signals. 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.
3 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.
0.2% of weight in (IVV: 3.0%)
3 funds (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. : 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 ()
8 of 28 funds in its are : SOXL, SOXS, SQQQ, TECL, TMF, TQQQ, UDOW, UPRO
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.
What it tries to do: ride big tech uptrends using 3x funds, buy deep dips, and hit the brakes fast when things get too hot or too wild.<br>How it decides: it checks trend (price vs 200‑day average), “heat” (RSI = a 0–100 speedometer; >70 hot, <30 cold), size of recent drops, and whether bonds look stronger than stocks.<br>In calm uptrends it owns TQQQ (and sometimes SOXL/TECL); on spikes or turmoil it flips to inverse hedges (SQQQ/SOXS) or a safety mix (USD, staples, gold miners) until risk cools.
Aggressive, tech‑heavy, rules‑based strategy using 3x ETFs. It rides uptrends, buys sharp dips, and quickly shifts to inverse hedges or defensive ETFs when markets get overheated or volatile. Uses moving averages, RSI, and bond signals. High risk.
Tech-led, rules-based strategy with 3x ETFs aims for outsized upside: out-of-sample ~44% annualized vs SPY ~24%, aided by hedges against heat/volatility. Higher risk, bigger drawdowns, but potential for strong tech rallies.
BWC: Added the BlackSwanCatcher in place of most downside protection locations. TQQQ FTLT: Added FNGU, BULZ and SOXL on 3/8/2023 | Added Bull Market Sort Function 03/21/2023 | Added XLP, UUP, SPLV to the 60d overbought section in bull market, added 33% holding of SVXY in bull market section of 3x ETFs. Idea came from the paper "Leverage For The Long Run" 07/21/2023
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.6B | 2026-10-11 | |
| Backtest regulatory fees | $39.5M | 2026-10-11 | |
| Backtest slippage cost | $381.0M | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, mean reversion, risk-managed, tactical, tech-focused, trend-following, volatility-sensitive | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,196 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AMZN", "BIL", "BND", "BSV", "GDXJ", "GOOGL", "IEF", "MSFT", "NFLX", "NVDA", "QQQ", "SMH", "SOXL", "SOXS", "SPHB", "SPLV", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "USDU", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,205 | 2026-10-11 | |
| Out-of-sample length | 757 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 201.71% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 126290k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 200.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.50% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.48% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 89.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 89.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.77% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -73.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 66.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 83.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 88.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
