Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based blend: ride trends with 3x stock/bond mix when calm, buy dips after 5‑day drops, and fade overbought tech/semis or buy them after selloffs. Parks in T‑bills when signals are risky. Uses UPRO, TQQQ, TMF, BIL, TECL/TECS, SOXL/SOXS.
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.
5 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.
0.6% of weight in (IVV: 3.0%)
4 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. : 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 ()
12 of 29 funds in its are : ERX, FAS, QLD, SOXL, SOXS, TECL, TECS, TMF, TMV, 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 blends three ideas and checks them daily: 1) Core: in calm uptrends, own 3x S&P (UPRO) and 3x Nasdaq (TQQQ) with 3x long bonds (TMF); else sit in T‑bills (BIL). 2) Buy sharp 5‑day dips in QQQ/SPY (TQQQ/UPRO), but don’t chase 1‑day pops >5%. 3) When tech/semis are too hot (overbought), take short‑term contrarian shorts (SOXS/TECS); when too cold (oversold), buy TECL/SOXL. Bond and volatility checks gate risk. Very aggressive.
Daily, rules‑based blend: ride trends with 3x stock/bond mix when calm, buy dips after 5‑day drops, and fade overbought tech/semis or buy them after selloffs. Parks in T‑bills when signals are risky. Uses UPRO, TQQQ, TMF, BIL, TECL/TECS, SOXL/SOXS.
Out-of-sample upside beats the S&P: ~36% annualized vs ~21%, with risk gates that move to cash in risky regimes. Higher growth potential for aggressive investors, with built-in guardrails.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $65k | 2026-10-11 | |
| Backtest regulatory fees | $217 | 2026-10-11 | |
| Backtest slippage cost | $1,692 | 2026-10-11 |
| AI categories (Composer) | daily trading, leveraged etfs, mean reversion, risk-on/risk-off, treasuries, trend-following, u.s. equities, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,625 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOXX", "ERX", "FAS", "IEF", "QLD", "QQQ", "QQQE", "SHY", "SOXL", "SOXS", "SPY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 948 | 2026-10-11 | |
| Out-of-sample length | 695 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 547.53% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 134.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.50% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.80% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
