Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based plan that flips between leveraged plays on semiconductors or the S&P 500, a volatility fund, or T‑bills. It uses a fast Nasdaq gauge and simple signals (overbought/oversold, trend, bond risk) to decide when to go risk‑on or hide in cash-like T‑bills.
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 ()
6 of 12 funds in its are : SOXL, SOXS, SPYU, TMF, TQQQ, 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 reads a “heat gauge” from TQQQ (a very fast Nasdaq-100 fund). If ultra‑hot, it briefly bets against chip stocks (SOXS). If recently crashed, it may buy volatility (UVXY) or buy chip stocks (SOXL) if oversold/calm; else it parks in T‑bills (BIL). In normal times, if trend is up it uses a 4x S&P 500 note (SPYU); if trend/risk tests fail, it stays in T‑bills. Signals: overbought/oversold (RSI), trend (25‑day average), drawdowns, bond strength.
A daily, rules-based plan that flips between leveraged plays on semiconductors or the S&P 500, a volatility fund, or T‑bills. It uses a fast Nasdaq gauge and simple signals (overbought/oversold, trend, bond risk) to decide when to go risk‑on or hide in cash-like T‑bills.
Dynamic, rules-based allocation using a fast Nasdaq heat cue to switch among leveraged tech bets, volatility hedges, and T-bills. Out-of-sample: ~16% annualized return with Calmar ~0.38—diversification and resilience beside the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23k | 2026-10-19 | |
| Backtest regulatory fees | $72 | 2026-10-19 | |
| Backtest slippage cost | $528 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, s&p 500, semiconductors, tactical allocation, trend + mean reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 65 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SOXL", "SOXS", "SPY", "SPYU", "TLT", "TMF", "TQQQ", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.51 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 719 | 2026-10-19 | |
| Out-of-sample length | 599 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 34.37% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 132.56% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.45% | ||
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.96% | ||
| Return, trailing 1 week (out-of-sample) | -2.19% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 6.67% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 7.67% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.49% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 30.09% | ||
| SPY annualized return over the backtest window (backtest) | 21.41% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.82 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.38 | ||
| Maximum drawdown, backtest period (backtest) | -42.10% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.12% | ||
| Sharpe ratio, backtest period (backtest) | 0.76 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.55 | ||
| Sortino ratio, backtest period (backtest) | 1.27 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 66.58% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.61% |
| Annualized turnover, backtest period (backtest) | 52.91 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.21 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.36% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.10% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
