Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical sleeve (60%) that flips to volatility funds when markets look overheated, buys 3× bull ETFs when oversold, and otherwise uses simple trend and bond‑vs‑bear signals to choose between 3× Nasdaq, inverse Nasdaq, or 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 2026-10-11
: 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 ()
8 of 20 funds in its are : PSQ, SH, SOXL, SQQQ, TECL, TQQQ, 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.
Daily, it asks: Are stocks/sectors “too hot” on a short‑term hot/cold score (RSI, 0–100)? If yes → buy fear funds UVXY/VIXY. “Too cold”? → buy 3× bulls SOXL/TECL/UPRO (semis/tech/S&P). Else use a 200‑day trend and a bond‑vs‑bear test to pick TQQQ (3× Nasdaq), PSQ/SQQQ (inverse Nasdaq), or BIL (T‑Bills). This sleeve is 60%.
A daily tactical sleeve (60%) that flips to volatility funds when markets look overheated, buys 3× bull ETFs when oversold, and otherwise uses simple trend and bond‑vs‑bear signals to choose between 3× Nasdaq, inverse Nasdaq, or T‑Bills.
Out-of-sample edge: ~74% annualized return vs SPY ~19%, Calmar ~1.28, Sharpe ~1.13. Dynamic risk-on/off hedging with leveraged bets aims to capture big trends. Drawdowns can be larger (~58%), but upside risk-adjusted is compelling.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.1B | 2026-10-11 | |
| Backtest regulatory fees | $22.9M | 2026-10-11 | |
| Backtest slippage cost | $220.8M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse/volatility hedges, leveraged etfs, tactical, tech-heavy, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 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", "IEF", "PSQ", "QQQ", "SH", "SOXL", "SOXX", "SPY", "SQQQ", "TECL", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 134 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 602 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 155.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 130844k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 276.83% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 45.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.96% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 50.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
