Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switch between a 3x NASDAQ‑100 fund, its 3x inverse, a defensive long/short ETF, or T‑bills, guided by fear and strength signals to ride uptrends and defend in selloffs.
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.
2 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.
0.4% of weight in (IVV: 3.0%)
2 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 ()
74.6% 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 ()
2 of 12 funds in its are : SQQQ, TQQQ
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.
Checks daily and chooses offense or defense using fear and strength gauges.<br>- If fear (a VIX‑linked ETF) is spiking: buy a 3x NASDAQ‑100 fund when tech/junk bonds look stronger or when the market looks washed out (low RSI); otherwise hedge with its inverse or a defensive long/short ETF.<br>- If fear is calm: own the 3x fund when volatility is low or bonds beat that defensive ETF; otherwise sit in T‑bills.<br>RSI = a 0–100 recent‑strength score.
A daily, rules-based switch between a 3x NASDAQ‑100 fund, its 3x inverse, a defensive long/short ETF, or T‑bills, guided by fear and strength signals to ride uptrends and defend in selloffs.
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted returns: Sharpe ≈1.49 vs 1.20, annualized ≈60% vs 19%, and positive alpha, with larger but manageable drawdowns. It aims to ride tech uptrends while defending in dips.
I possess knowledge forbidden to mortal men. Dark knowledge. Of secret things. Like I know how to re-fold a road map correctly.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44.0M | 2026-10-11 | |
| Backtest regulatory fees | $90k | 2026-10-11 | |
| Backtest slippage cost | $798k | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, momentum/trend, risk-on/risk-off, systematic, tactical allocation, volatility regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 83 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.66 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "GLD", "JNK", "QQQ", "QYLD", "SQQQ", "TQQQ", "VIXM", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 49 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,194 | 2026-10-11 | |
| Out-of-sample length | 648 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 93.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 440k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 234.16% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.80% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 45.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.72% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
