Composer · investment strategy
by Composer Technologies · via Composer
A tech‑heavy, timing strategy: usually holds a concentrated growth basket; adds a 20% volatility hedge when markets look overheated; buys rebounds after sharp drops; and, if signals worsen, flips to inverse ETFs or T‑Bills. High risk, very active.
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.
11 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%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
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 ()
0.0% 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 ()
13 of 37 funds in its are : CURE, FAS, LABD, PSQ, RETL, SOXL, SOXS, SPXS, SPXU, SQQQ, TECL, 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.
RSI is a short‑term “heat” score (0–100).<br>Core: 80% in a concentrated growth basket (NVDA, MSFT, AMZN, META, plus QQQ).<br>When QQQ/SPY or sectors look overheated, it adds a 20% UVXY hedge (volatility).<br>After sharp drops (>7%/5 days), half seeks a rebound with leveraged tech/semis (TECL/SOXL); half stays in core.<br>If risk‑on (BDRY strong or SPY oversold), it favors the core; otherwise it goes defensive with short ETFs (SQQQ/SPXS) or T‑Bills (BIL), guided by bonds (BND/TLT/IEF) and short‑term trend.
A tech‑heavy, timing strategy: usually holds a concentrated growth basket; adds a 20% volatility hedge when markets look overheated; buys rebounds after sharp drops; and, if signals worsen, flips to inverse ETFs or T‑Bills. High risk, very active.
Out-of-sample edge: 48% annualized return, Sharpe 1.33, Calmar 3.49, max drawdown 13.8% over 740 days—superior upside and smaller drawdowns vs SPY’s 18.8% DD. Tech-growth focus with built-in hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.6M | 2026-10-11 | |
| Backtest regulatory fees | $4,616 | 2026-10-11 | |
| Backtest slippage cost | $39k | 2026-10-11 |
| AI categories (Composer) | growth/tech, leveraged etfs, long/short, market timing, risk management, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 371 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMZN", "ASML", "BDRY", "BIL", "BND", "CURE", "FAS", "GOOGL", "IEF", "IOO", "LABD", "META", "MSFT", "NFLX", "NVDA", "PSQ", "QQQ", "QQQE", "RETL", "SOXL", "SOXS", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "TSM", "TW", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,890 | 2026-10-11 | |
| Out-of-sample length | 507 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 118.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 36k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.79% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.49 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.51% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
