Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, daily‑rebalanced “tech/semis first” system. It rides uptrends with 3x ETFs (TQQQ/SOXL/TECL), hedges or flips to inverse or UVXY when markets look overheated or weak, using trend, RSI and bond signals; can park in 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.
4 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.
0.2% 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. : 99% · 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 ()
26 of 52 funds in its are : CURE, ERX, EUO, MVV, PSQ, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UGL, UPRO, USD, UVXY, YCS
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 switches daily among: 3x tech/semis (TQQQ=3x Nasdaq, SOXL=3x semis, TECL=3x tech), their inverse bears (SQQQ, SOXS, TECS), volatility (UVXY), Treasuries (TMF/TMV), T‑Bills (BIL), plus a few others.<br>It uses: a trend filter (is SPY above its 200‑day avg?), RSI (a recent “hot vs cold” score), crash/sideways rules, and Treasury trends (TLT) as a tie‑breaker.<br>Uptrends: ride winners; overheated: hedge/cut risk; weak: go inverse or BIL.
An aggressive, daily‑rebalanced “tech/semis first” system. It rides uptrends with 3x ETFs (TQQQ/SOXL/TECL), hedges or flips to inverse or UVXY when markets look overheated or weak, using trend, RSI and bond signals; can park in T‑Bills.
Out-of-sample: ~50% annualized return vs S&P ~21%, with Calmar ~0.92. A disciplined mix of leveraged tech/momentum, hedges, and bonds aims for big upside and defined risk, but expect larger drawdowns (~55%) than the S&P.
🧪Proteus🧬
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26.8B | 2026-10-11 | |
| Backtest regulatory fees | $101.6M | 2026-10-11 | |
| Backtest slippage cost | $979.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum/trend, tactical asset allocation, tech/semis heavy, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,246 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "COST", "CURE", "DBC", "DIA", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "MVV", "PSQ", "PUI", "QLD", "QQQ", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UDOW", "UGL", "UNH", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXY", "VTI", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 559 | 2026-10-11 | |
| Watchers | 256 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,206 | 2026-10-11 | |
| Out-of-sample length | 959 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 219.97% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 267988k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 372.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.77% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 8.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.88% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 70.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 67.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
