Composer · investment strategy
by Composer Technologies · via Composer
A fast, aggressive, two-sleeve system that flips among leveraged semiconductors, S&P/Nasdaq bulls or bears, and sometimes long volatility when the S&P looks overheated, using simple short-term “heat” and trend signals.
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. : 98% · 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 ()
7 of 12 funds in its are : SOXL, SOXS, SPXU, SQQQ, 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.
It runs two identical sleeves (50% each). First it compares the recent “heat” of cash-like T‑bills (BIL) vs 7–10yr Treasuries (IEF). If Treasuries look hotter and the S&P 500 looks very stretched up, it mostly buys stock volatility (UVXY/VIXY); otherwise it rides semiconductors up (SOXL). If Treasuries aren’t hotter, it flips between SOXL and SOXS based on how hot/cold semis are. If that’s unclear, it trades S&P/Nasdaq 3x ETFs using quick trend checks.
A fast, aggressive, two-sleeve system that flips among leveraged semiconductors, S&P/Nasdaq bulls or bears, and sometimes long volatility when the S&P looks overheated, using simple short-term “heat” and trend signals.
Out-of-sample annualized return ~36% vs SPY ~20%, driven by nimble, rule-based shifts across semis, volatility, and broad ETFs. Higher upside capture in big moves, but with greater volatility and drawdown risk than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $786.7M | 2026-10-11 | |
| Backtest regulatory fees | $7.1M | 2026-10-11 | |
| Backtest slippage cost | $68.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, nasdaq-100, s&p 500, semiconductors, short-term, tactical, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 67 | 2026-10-11 | |
| Rebalance corridor width | 6.90% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "BIL", "IEF", "SOXL", "SOXS", "SOXX", "SPXU", "SPY", "SQQQ", "TQQQ", "UPRO", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 833 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 112.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7866k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.32% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.44% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.93% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -21.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -68.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 76.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 84.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 119.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 135.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
