Composer · investment strategy
by Composer Technologies · via Composer
A rule‑driven, 60/40 defense/offense strategy that rides tech‑led uptrends with 3x funds when trends are healthy, and quickly flips to hedges (cash+short QQQ, volatility funds) or Treasuries/US dollar when markets get overheated, weak, or jumpy.
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.
7 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.
25.3% of weight in (IVV: 3.0%)
3 funds (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. : 93% · 2026-10-11 ()
36.3% 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 ()
12 of 46 funds in its are : ERX, FAS, SOXL, SPXL, SQQQ, SVXY, TECL, TMF, TQQQ, UDOW, 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.
It splits money into two engines: ~60% “defense” and ~40% “offense.” Each day it checks simple cues: trend, recent drops/spikes, and a speedometer (RSI) of gains vs losses (over ~2–6 weeks; >~70=hot, <~30=cold).<br>If strong/trending but not overheated, it owns 3x stock funds (TQQQ, SPXL/UPRO, UDOW, TECL, SOXL) or the top mega‑cap stock. After sharp selloffs with “cold” readings, it buys the dip in 3x tech/semis.<br>If overheated or very jumpy, it hedges with volatility funds (SVXY/VIXM/UVXY) or holds cash + short QQQ (BIL+SQQQ). It also times Treasuries (TLT/TMF) vs the US dollar (UUP) when bonds are stronger/weaker than stocks.
A rule‑driven, 60/40 defense/offense strategy that rides tech‑led uptrends with 3x funds when trends are healthy, and quickly flips to hedges (cash+short QQQ, volatility funds) or Treasuries/US dollar when markets get overheated, weak, or jumpy.
Out-of-sample shows ~51% annualized return vs ~19% for SPY, powered by 3x tech bets plus adaptive hedges (cash, SQQQ, volatility ETPs, Treasuries). Calmar ~1.94 signals strong risk-adjusted upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19.7B | 2026-10-11 | |
| Backtest regulatory fees | $65.9M | 2026-10-11 | |
| Backtest slippage cost | $635.1M | 2026-10-11 |
| AI categories (Composer) | bond/fx timing, leveraged equity etfs, tactical allocation, trend & mean-reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,555 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "AMZN", "BIL", "BND", "BRK/B", "BTAL", "CVNA", "DBC", "ERX", "FAS", "IEF", "KO", "MARA", "MSFT", "MSTR", "NVDA", "QQQ", "QQQE", "SHV", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "TSLA", "UDOW", "UPRO", "UUP", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "WMT", "XLK", "XLP", "XLU", "XLY", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,370 | 2026-10-11 | |
| Out-of-sample length | 643 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 366.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 196549k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 186.30% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.45% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.81% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 4.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 4.07% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.49% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.13% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 11.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.94 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.71% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 69.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.99% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 74.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 79.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
