Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, K‑1‑free strategy that rides tech/semiconductor upswings (TQQQ/SOXL) and quickly hedges with SQQQ + T‑Bills when trend/volatility flips or bonds lead stocks. It seeks big upside in uptrends while cutting drawdowns in selloffs.
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.
5 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.
0.3% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 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 ()
22 of 31 funds in its are : DRV, EDC, HIBL, JDST, LABD, LABU, PSQ, SH, SOXL, SOXS, SQQQ, TECL, TMF, TMV, TQQQ, TYD, TYO, UPRO, URTY, WEBL, YANG, YINN
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.
It checks trend first. If the S&P 500 (SPY) is weak, it runs a quick semiconductor swing (SOXL=3x long chips, SOXS=3x short chips). Otherwise two engines flip offense/defense: Offense = TQQQ (3x Nasdaq‑100) or SOXL; Defense = 60% T‑Bills (BIL) + 40% SQQQ (3x inverse Nasdaq‑100). It switches on simple “too hot/too cold” readings, recent drops/spikes, bond‑vs‑stock strength, and trend/volatility. When risk‑on, it may also rotate into other fast movers (tech, small‑caps, biotech, China/EM).
Rules-based, K‑1‑free strategy that rides tech/semiconductor upswings (TQQQ/SOXL) and quickly hedges with SQQQ + T‑Bills when trend/volatility flips or bonds lead stocks. It seeks big upside in uptrends while cutting drawdowns in selloffs.
Out-of-sample: ~40.7% annualized return vs SPY ~20.4%, driven by a rules-based tech/semis tilt with hedges (bills + inverse ETFs). Strong upside with Calmar ~1.09; but expect larger drawdowns (~37% vs ~19%), reflecting higher growth potential and risk discipline.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $370.9M | 2026-10-11 | |
| Backtest regulatory fees | $1.6M | 2026-10-11 | |
| Backtest slippage cost | $15.7M | 2026-10-11 |
| AI categories (Composer) | hedged, k‑1 free, leveraged etfs, risk‑managed, tactical allocation, tech/semis focus, trend + mean‑reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 318 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "DRV", "EDC", "HIBL", "IEF", "JDST", "LABD", "LABU", "PSQ", "QQQ", "SCHZ", "SH", "SOXL", "SOXS", "SOXX", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UPRO", "URTY", "WEBL", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,734 | 2026-10-11 | |
| Out-of-sample length | 799 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 360.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3709k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 195.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.49% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 9.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 92.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 91.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
