Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, daily‑tactical strategy that rotates between 3x tech/semiconductor bulls, inverse/volatility hedges, and cash/bonds using a fear gauge, bond‑vs‑cash signal, and simple “too hot/too cold” and trend checks.
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.
0.3% of weight in (IVV: 3.0%)
2 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 ()
11 of 19 funds in its are : HIBL, SOXL, SOXS, SPXL, SPXS, SQQQ, TMF, TQQQ, UPRO, UVIX, 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.
Each day it asks: Is fear spiking? If yes, hide in cash‑like T‑Bills (BIL). If not, read bonds vs cash (IEF vs BIL) and simple “heat” scores (RSI: 0–100; high=too hot, low=washed out) and trend lines (20/200‑day averages). It then flips among 3x bull tech/semis (TQQQ, SOXL, SPXL, UPRO), inverse/volatility (SQQQ, SPXS, SOXS, UVIX), or bonds/dollar (TMF, BSV, AGG, USDU), often buying recent laggards for short‑term rebounds.
An aggressive, daily‑tactical strategy that rotates between 3x tech/semiconductor bulls, inverse/volatility hedges, and cash/bonds using a fear gauge, bond‑vs‑cash signal, and simple “too hot/too cold” and trend checks.
Out-of-sample, this tech/semiconductor tilt uses regime-switching to target ~20% annualized returns, with active hedges (volatility and inverse ETFs) and cash/bonds. It offers diversification and risk management beyond the S&P 500, especially in tech cycles.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $223k | 2026-10-11 | |
| Backtest regulatory fees | $1,455 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum/mean reversion, risk-on/risk-off, semiconductors, tactical allocation, tech-heavy, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 101 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.60 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "HIBL", "IEF", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPY", "SQQQ", "TMF", "TQQQ", "UPRO", "USDU", "UVIX", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 998 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 100.20% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2130% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.81% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.04% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.61 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.39% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 96.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
