Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑risk switch between 3x Nasdaq and cash/volatility hedges using momentum, trend, crash, and bond‑vs‑stock signals. Aims to ride rallies and step aside in turmoil; timing‑heavy and volatile.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (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 ()
3 of 10 funds in its are : TMF, TQQQ, 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.
Daily switch between: TQQQ (3x Nasdaq‑100) to press gains; BIL (T‑Bills) for safety; or a hedge split in BIL/UVXY/VIXY (volatility funds that jump in selloffs). It reads simple gauges: RSI (0–100 “heat” score), quick drops/rebounds, price vs 25‑day average, and bond‑vs‑stock strength using QQQ, SPY, BND, TMF, IEF, TLT. Hot/chaotic → hedge; clear uptrend or washed‑out selloff → TQQQ; shaky → BIL. Exposure: big‑tech, Treasuries, VIX.
A daily, high‑risk switch between 3x Nasdaq and cash/volatility hedges using momentum, trend, crash, and bond‑vs‑stock signals. Aims to ride rallies and step aside in turmoil; timing‑heavy and volatile.
Out-of-sample edge: 22.9% annualized return vs 21.3% for the S&P, with hedges to ride rallies and guard against crashes. Diversifies risk, but expect higher drawdowns and lower risk-adjusted Sharpe (~0.67 vs ~1.32).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $540.3M | 2026-10-11 | |
| Backtest regulatory fees | $1.4M | 2026-10-11 | |
| Backtest slippage cost | $13.6M | 2026-10-11 |
| AI categories (Composer) | bonds vs stocks, daily rebalance, high risk, leveraged, mean reversion, momentum, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 79 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SPY", "TLT", "TMF", "TQQQ", "UVXY", "VIXY" ] | 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) | 1.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 106.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5403k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 75.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.58 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.45% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.66% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
