Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily swing trading in tech/semis. It toggles between 3× long, 3× short, volatility, or cash using a “hot/cold” score (RSI), short‑term surges, and bond‑market cues. Goal: buy dips, fade rips, or stand aside. Very 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.
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 ()
17 of 31 funds in its are : ERX, HIBL, HIBS, SOXL, SOXS, SPXU, SQQQ, TBF, TECL, TECS, TMF, TQQQ, TYO, UGL, UPRO, USD, 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.
Daily, it flips among: 3× long tech/semis (TECL, SOXL, HIBL), 3× short (TECS, SOXS, HIBS), volatility (UVXY/VIXY), or T‑Bills (BIL/SHV/SHY). It reads: volatility trend (VXX), bond tone (BND vs BIL; IEI/TLH/SPTL), and a “hot/cold” score (RSI) plus short‑term bursts in TQQQ/SOXX/SPY. Cold = buy dips; very hot = fade with shorts/vol; else hold tech/bonds. Sizing scales down the most volatile. Leveraged = very risky.
Aggressive, daily swing trading in tech/semis. It toggles between 3× long, 3× short, volatility, or cash using a “hot/cold” score (RSI), short‑term surges, and bond‑market cues. Goal: buy dips, fade rips, or stand aside. Very high risk.
Out-of-sample annualized return ~20.9% vs SPY ~19.7%; uses tech/semis, volatility timing, and bond cues to chase alpha across regimes. Higher upside, but drawdowns run ~59% - suitable for high-risk, return-seeking portfolios.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $106.7M | 2026-10-19 | |
| Backtest regulatory fees | $644k | 2026-10-19 | |
| Backtest slippage cost | $6.1M | 2026-10-19 |
| AI categories (Composer) | bond trend filter, daily rebalance, high risk, leveraged etfs, rsi/momentum, tactical allocation, tech & semiconductors, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 236 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "EDV", "ERX", "HIBL", "HIBS", "IEI", "LQD", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPTL", "SPXU", "SPY", "SQQQ", "STIP", "TBF", "TECL", "TECS", "TLH", "TMF", "TQQQ", "TYO", "UGL", "UPRO", "USD", "UVXY", "VIXY", "VXX" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.63 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,710 | 2026-10-19 | |
| Out-of-sample length | 612 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 292.00% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1067k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.99% | ||
| Return, trailing 1 day (out-of-sample) | -12.74% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.09% | ||
| Return, trailing 1 week (out-of-sample) | -7.74% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.48% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 42.98% | ||
| Return, trailing 2 weeks (out-of-sample) | -9.35% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 49.66% | ||
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.95 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.35 | ||
| Maximum drawdown, backtest period (backtest) | -58.99% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.99% | ||
| Sharpe ratio, backtest period (backtest) | 2.41 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Sortino ratio, backtest period (backtest) | 4.92 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 65.08% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.13% |
| Annualized turnover, backtest period (backtest) | 113.93 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 119.29 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.68% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.49% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
