Composer · investment strategy
by Composer Technologies · via Composer
Rules-based swing strategy that toggles among 3× tech/semis (TQQQ, SOXL, TECL, UPRO), inverse semis (SOXS), or volatility (VIXY/UVXY) using a 200‑day trend filter, overbought/oversold readings, and cross‑asset momentum. Very aggressive, tech-heavy.
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 2026-10-19
: 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.
0.0% 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% · 2026-10-19 ()
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% · 2026-10-19 ()
7 of 21 funds in its are : SH, SOXL, SOXS, TECL, TQQQ, UPRO, 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.
Step 1: Is the S&P 500 (SPY) below its 200‑day average? If yes, be defensive; if not, be offensive.<br>Defensive: if the market/sectors look “too hot” (a 10‑day hot/cold score called RSI > ~79), buy volatility (UVXY/VIXY). If they look “too cold” (RSI < ~30), buy short‑term bounces via 3× tech/semis (SOXL/TECL/UPRO). Otherwise choose TQQQ, SOXL or SOXS by comparing tech momentum to KMLM (a trend ETF) and bond/yield signals (AGG, BIL, IEF, SH).
Rules-based swing strategy that toggles among 3× tech/semis (TQQQ, SOXL, TECL, UPRO), inverse semis (SOXS), or volatility (VIXY/UVXY) using a 200‑day trend filter, overbought/oversold readings, and cross‑asset momentum. Very aggressive, tech-heavy.
Compelling growth edge: out-of-sample annualized return ~22.18% vs SPY ~17.97%, with a rules-based tilt to leveraged tech/semis and volatility hedges. Expect bigger swings and drawdowns (83% vs ~19%), but potential outsized tech-cycle gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $265.3M | 2026-10-19 | |
| Backtest regulatory fees | $800k | 2026-10-19 | |
| Backtest slippage cost | $7.7M | 2026-10-19 |
| AI categories (Composer) | cross-asset signals, leveraged etfs, mean reversion, tactical momentum, trend filter, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 314 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "IEF", "KMLM", "QQQ", "SH", "SMH", "SOXL", "SOXS", "SOXX", "SPY", "TECL", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 4.12 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 |
| Remixes (copies) | 28 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 520 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 475.99% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2652k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.58% | ||
| Return, trailing 1 day (out-of-sample) | -12.76% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -16.48% | ||
| Return, trailing 1 week (out-of-sample) | -7.11% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 146.68% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 143.93% | ||
| Return, trailing 2 weeks (out-of-sample) | -14.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.58% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.73 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.27 | ||
| Maximum drawdown, backtest period (backtest) | -83.07% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -83.07% | ||
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Sortino ratio, backtest period (backtest) | 3.85 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 95.10% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 103.53% |
| Annualized turnover, backtest period (backtest) | 96.50 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 98.38 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.90% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.65% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
