Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based trader: rides 3x tech/semis in uptrends, fades overheated moves with UVXY/inverse ETFs, and uses bond signals to switch into rate bets or defense. Expect frequent trades and big swings.
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 2026-07-31)
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 ()
29 of 66 funds in its are : CURE, ERX, EUO, FAS, MVV, QID, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, 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.
Think of a race‑car with modes. It: - Rides 3x tech/semis funds in uptrends (TQQQ=NASDAQ‑100, SOXL=semis, TECL=tech). - If prices look “too hot,” by RSI (a 0–100 stretch gauge), it shifts to protection: UVXY (rises when VIX/fear jumps) or inverse tech (SQQQ, SOXS). - If things look washed‑out (low RSI), it buys the dip—after checking bonds to pick TMV (yields up) or TMF (yields down). Reviewed often; very high risk.
Aggressive, rules‑based trader: rides 3x tech/semis in uptrends, fades overheated moves with UVXY/inverse ETFs, and uses bond signals to switch into rate bets or defense. Expect frequent trades and big swings.
High upside: out-of-sample annualized return ~81% vs SPY ~22%, with Calmar ~1.24. A macro/volatility overlay guides tech/semis exposure and hedges risk. Note: drawdowns can exceed the S&P in chop.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1393905.0B | 2026-10-11 | |
| Backtest regulatory fees | $22.1B | 2026-10-11 | |
| Backtest slippage cost | $14.5B | 2026-10-11 |
| AI categories (Composer) | high risk, high turnover, leveraged etfs, macro rates regime, momentum/mean‑reversion, tech/semiconductors, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,164 | 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) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "IEF", "IEI", "LQD", "MVV", "PUI", "QID", "QLD", "QQQ", "QQQE", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UGL", "UPRO", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTIP", "VTV", "XLK", "XLP", "XLY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 |
| Remixes (copies) | 213 | 2026-10-11 | |
| Watchers | 75 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,503 | 2026-10-11 | |
| Out-of-sample length | 868 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 533.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13939049674k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 81.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 680.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.66% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.54% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 61.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 8.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 77.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.82% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 107.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 112.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
