Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based strategy. Rides strong uptrends with 3× tech (TQQQ), shifts to cash/treasuries/inverse or trades volatility (UVXY/SVXY) when markets look overheated or weak. Many hedges and exits. 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.
12 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.
1.1% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 62% · 2026-10-11 ()
97.1% 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 ()
25 of 57 funds in its are : AGQ, DOG, DXD, EDC, EDZ, PSQ, QID, QLD, SDS, SH, SOXL, SPXL, SPXU, SQQQ, SVXY, TBF, TBT, TECL, TMF, TMV, TQQQ, UDOW, UGL, 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.
Each day it gauges trend and how stretched prices are (RSI = a 0–100 heat meter; moving averages). Overheated: buy volatility (UVXY) plus a hedge (BTAL). Uptrend: ride with leveraged stock ETFs (mainly TQQQ = 3× Nasdaq; also UPRO/UDOW) or short‑vol (SVXY) if calm. Weak/choppy: move to T‑Bills (BIL/SHV), Treasuries (TMF/TMV), or go inverse (PSQ/SH). It can also flip emerging markets and add gold/silver/commodities. Very active, high risk.
Daily, rules‑based strategy. Rides strong uptrends with 3× tech (TQQQ), shifts to cash/treasuries/inverse or trades volatility (UVXY/SVXY) when markets look overheated or weak. Many hedges and exits. Very high risk.
Out-of-sample, this strategy aims for far higher growth (37.7% annually vs 18.6% for S&P) with a strong risk-adjusted edge (Calmar ~1.66) through dynamic trend hedges and volatility plays that seek big upside while controlling drawdown.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $76.4B | 2026-10-11 | |
| Backtest regulatory fees | $236.1M | 2026-10-11 | |
| Backtest slippage cost | $2.3B | 2026-10-11 |
| AI categories (Composer) | bonds, daily rebalancing, emerging markets, hedged, leveraged etfs, mean reversion, momentum, tactical allocation, volatility (vix) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,472 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "BIL", "BND", "BSV", "BTAL", "COKE", "COST", "DBC", "DOG", "DXD", "EDC", "EDZ", "EEM", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXN", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "RINF", "SDS", "SH", "SHV", "SOXL", "SOXX", "SPHB", "SPXL", "SPXU", "SPY", "SQQQ", "SVXY", "TBF", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VTV", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,497 | 2026-10-11 | |
| Out-of-sample length | 517 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 213.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 763866k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 93.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.38% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.54% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.50% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 67.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
