Composer · investment strategy
by Composer Technologies · via Composer
A trend‑aware, tech‑tilted strategy that toggles between a moderate base mix and aggressive long/short and volatility trades in 3x ETFs, using market trend, bond/tech strength, oversold readings, and big‑move triggers to switch stance.
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.
7 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.
0.3% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
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 ()
42.3% 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 ()
12 of 19 funds in its are : PSQ, SH, SOXL, SOXS, SPXS, SQQQ, SVXY, TECL, TECS, 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 Macro signals 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.
1) Checks market trend using the S&P 500 vs its 200‑day average (uptrend = offense, downtrend = defense).<br>2) A quick bond/tech pulse steers to a calmer base mix or a tactical sleeve.<br>3) “Oversold” tech can trigger rebound buys in 3x funds; huge up/down moves flip to shorting or volatility carry.<br>Funds used: tech (QQQ/XLK/SMH), 3x bulls (TQQQ/TECL/SOXL/UPRO), inverse (SQQQ/TECS/SOXS/SPXS/SH), volatility (SVXY=calm; VIXM/UVXY=fear), Treasuries (TLT/IEF).
A trend‑aware, tech‑tilted strategy that toggles between a moderate base mix and aggressive long/short and volatility trades in 3x ETFs, using market trend, bond/tech strength, oversold readings, and big‑move triggers to switch stance.
Out-of-sample, this strategy delivers ~29.9% annualized return vs SPY ~19.8%, with a Calmar ~1.44 signaling solid downside control. It blends trend-driven tech exposure with risk-managed sleeves for stronger long-run growth, despite occasional drawdowns.
Sharpe: 1.34 | Calmar: 1.55
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,380 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, market timing, momentum, tactical allocation, tech-heavy, trend-following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 676 | 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) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "PSQ", "QQQ", "SH", "SMH", "SOXL", "SOXS", "SPXS", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TLT", "TQQQ", "UPRO", "UVXY", "VIXM", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,721 | 2026-10-11 | |
| Out-of-sample length | 807 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 131.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.19% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.98% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.47% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
