Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based rotation among leveraged ETFs. It rides tech-led uptrends, buys sharp selloff bounces, and uses volatility and bond tilts for defense, guided by a long-term trend filter and a short-term “heat meter” of recent gains/losses.
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.
3.2% 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. : 99% · 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 ()
20 of 23 funds in its are : BOIL, FAS, LABU, PSQ, QID, QLD, SOXL, SQQQ, SSO, TECL, TMF, TNA, TQQQ, UCO, UDOW, UPRO, URTY, UVXY, UWM, 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.
Each day it does three things: (1) Looks for extremes. If the Nasdaq‑100 looks very hot, it briefly buys a “fear” fund (UVXY). If any target looks washed out, it buys that for a bounce. (2) Checks trend: is the S&P 500 above its 200‑day average (long‑term trend line)? If yes, it prefers aggressive tech (TQQQ/SOXL/SSO). If no, it rotates to safer or short choices (SPY, PSQ, TMF) based on a 10‑day RSI “heat meter” of recent moves.
A daily, rules-based rotation among leveraged ETFs. It rides tech-led uptrends, buys sharp selloff bounces, and uses volatility and bond tilts for defense, guided by a long-term trend filter and a short-term “heat meter” of recent gains/losses.
Out-of-sample annualized return ~16.56% vs the S&P ~16.26%, with stronger upside in tech rallies and tactical hedges. Drawdowns are larger (~42.7% vs ~18.8%), so it’s best for risk-tolerant investors seeking higher growth with active risk control.
leveraged ETF's short and long
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18.9B | 2026-10-19 | |
| Backtest regulatory fees | $50.9M | 2026-10-19 | |
| Backtest slippage cost | $490.3M | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, long/short, market timing, mean reversion, tactical rotation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 189 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BOIL", "FAS", "GBTC", "LABU", "PSQ", "QID", "QLD", "SOXL", "SPY", "SQQQ", "SSO", "TECL", "TLT", "TMF", "TNA", "TQQQ", "UCO", "UDOW", "UPRO", "URTY", "UVXY", "UWM", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.75 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,855 | 2026-10-19 | |
| Out-of-sample length | 460 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 257.91% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 188847k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.56% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.88% | ||
| Return, trailing 1 day (out-of-sample) | -2.24% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 12.15% | ||
| Return, trailing 1 week (out-of-sample) | 1.19% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.25% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 10.69% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.10% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 15.09% | ||
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.04 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.39 | ||
| Maximum drawdown, backtest period (backtest) | -42.69% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.70% | ||
| Sharpe ratio, backtest period (backtest) | 2.33 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.56 | ||
| Sortino ratio, backtest period (backtest) | 4.86 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 62.58% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.07% |
| Annualized turnover, backtest period (backtest) | 63.46 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.33 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.27% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.91% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
