Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based strategy that rides tech‑led uptrends with leveraged ETFs, shifts to cash/bonds or hedges when volatility spikes or trends break, and buys extreme dips. Highly tactical, concentrated in growth/tech, and high risk.
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.
3 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)
: 13.0% (DBO 13% × 1.00), shown separately from fossil-fuel companies.
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 ()
74.2% 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 ()
17 of 31 funds in its are : PSQ, SCO, SH, SOXL, SOXS, SPXL, SPXS, SQQQ, SVXY, TECL, TECS, TMF, TQQQ, TYO, UGL, 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.
Each day it checks: 1) Is the market in an uptrend (S&P 500 above its 200‑day average)? 2) Is volatility spiking (VIX running hot)? 3) Are tech/semis overheated or washed‑out (RSI: a 0–100 “hot/cold” gauge)? 4) Are bonds acting better than stocks?<br>Then it holds either offense (TQQQ/TECL/UPRO/SOXL), defense (T‑bills/bonds/gold), or hedges/shorts (SQQQ/SOXS/VIXY). It rides uptrends, cuts risk on spikes or breaks, and buys some extreme dips. Rebalances daily.
A daily, rules‑based strategy that rides tech‑led uptrends with leveraged ETFs, shifts to cash/bonds or hedges when volatility spikes or trends break, and buys extreme dips. Highly tactical, concentrated in growth/tech, and high risk.
Offers outsized upside in tech-driven markets (OOS annualized return ~33% vs SPY ~20%), with adaptive risk hedges and regime shifts to cash/bonds. Higher potential returns, but can endure large drawdowns in stressed periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27.1B | 2026-10-11 | |
| Backtest regulatory fees | $61.7M | 2026-10-11 | |
| Backtest slippage cost | $594.9M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, tactical asset allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,487 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBO", "IEF", "PSQ", "QQQ", "SCO", "SH", "SHV", "SMH", "SOXL", "SOXS", "SPXL", "SPXS", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TLT", "TMF", "TQQQ", "TYO", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 54 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,691 | 2026-10-11 | |
| Out-of-sample length | 677 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 174.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 271404k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 116.55% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.09% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 101.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 101.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.71% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -73.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -73.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 74.10% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
