Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based swing strategy that rides powerful tech uptrends with 3x ETFs (e.g., TQQQ/SOXL/TECL) and quickly flips to hedges (VXX, inverse tech, cash, or bond bull/bear funds) when markets get overheated, choppy, or fall below trend.
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 2026-10-11
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (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. : 100% · 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 ()
26 of 51 funds in its are : CURE, DIG, ERX, FAS, HIBL, MVV, NAIL, PSQ, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, UDOW, 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.
Each day it checks trend and “heat.” Trend: is SPY above its 200‑day average? Heat: RSI (0–100 scale of recent up vs down moves). It then: - In uptrends, hold the strongest 3x tech/semis fund (TQQQ=3x Nasdaq, SOXL=3x semis, TECL=3x tech). If things look overheated or just spiked, hedge with VXX (volatility) or step aside. - In downtrends, use inverse tech/semis (SQQQ/SOXS/TECS), gold (GLD), or cash‑like T‑bills (BIL). - Bonds (TLT) decide TMF (3x long Treasuries) vs TMV (3x short Treasuries). - Rebalances daily.
A daily, rules-based swing strategy that rides powerful tech uptrends with 3x ETFs (e.g., TQQQ/SOXL/TECL) and quickly flips to hedges (VXX, inverse tech, cash, or bond bull/bear funds) when markets get overheated, choppy, or fall below trend.
Access tech-led upside with 3x leveraged bets and rapid hedges. Out-of-sample: ~40.6% annualized return vs SPY ~18.4%, with disciplined risk controls. Beware larger drawdowns in bear markets.
1/18/2018
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.2B | 2026-10-11 | |
| Backtest regulatory fees | $38.2M | 2026-10-11 | |
| Backtest slippage cost | $368.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime switching, tactical asset allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,470 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "CORP", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EWZ", "FAS", "GLD", "HIBL", "IEF", "IOO", "IVV", "IYK", "MVV", "NAIL", "PDBC", "PSQ", "PUI", "QLD", "QQQ", "SH", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UDOW", "UPRO", "USD", "UVXY", "VPU", "VTV", "VXX", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 505 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 696.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 151812k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -13.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 65.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 65.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -21.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 11.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -61.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -61.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 82.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
