Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switcher that tries to beat the S&P 500 by riding tech uptrends with TQQQ, buying dips, and quickly shifting to bonds, low-vol stocks, or volatility/inverse ETFs when fear or fast drops hit.
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.
0.5% 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. : 98% · 2026-10-11 ()
89.8% 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 ()
5 of 15 funds in its are : SOXS, SQQQ, 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 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.
Checked daily. It toggles risk-on vs defense.<br>High-volatility signal (VIXM RSI>50) triggers a crash mode: after sharp TQQQ moves it may buy UVXY (volatility) or inverse tech ETFs, otherwise park in T-bills (BIL) or buy TQQQ on oversold dips.<br>Otherwise: after a 5-day SPY drop >3% hold 90% TQQQ + 10% SHY; after >3% rally hold SPLV+AGG (defensive). If trend is up (SPY 50d>200d) use TQQQ mix; else SPLV+AGG.<br>RSI=0–100 heat; MA=average; drawdown=peak-to-trough.
A daily, rules-based switcher that tries to beat the S&P 500 by riding tech uptrends with TQQQ, buying dips, and quickly shifting to bonds, low-vol stocks, or volatility/inverse ETFs when fear or fast drops hit.
Out-of-sample, this strategy aims to beat SPY by riding tech uptrends: ~36% annualized return vs ~22% for SPY, with ~0.88 Sharpe and ~0.74 Calmar. Drawdowns may be larger (~49%), so higher upside comes with more risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.1M | 2026-10-11 | |
| Backtest regulatory fees | $30k | 2026-10-11 | |
| Backtest slippage cost | $256k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, risk-on/risk-off, tactical asset allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 114 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.72 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "IEF", "QQQ", "SHY", "SOXS", "SPLV", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 |
| Remixes (copies) | 116 | 2026-10-11 | |
| Watchers | 89 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 768 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 63.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 151k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 155.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.95% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.02% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.88% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.10 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
