Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based dip‑buyer in 3x equity ETFs (tech‑heavy). It adds in steps as prices weaken, parks in T‑bills when neutral, and briefly uses UVXY as a pullback hedge when markets look overheated.
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.
0.0% of weight in (IVV: 3.0%)
3 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. : 100% · 2026-10-11 ()
2.6% 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 ()
8 of 11 funds in its are : FAS, FAZ, SOXL, SPXL, TNA, TQQQ, TZA, 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.
Your money is split into 3 sleeves: TQQQ (3x Nasdaq‑100) 50%, SPXL (3x S&P 500) 10%, SOXL (3x semiconductors) 40%. Each day it reads a 10‑day “heat score” (RSI, 0–100: low=cold/dip, high=hot). It buys more of that sleeve on dips (bigger buys below 40/35/32.5/30), holds cash (BIL) when neutral, and takes a short‑term hedge with UVXY when things look too hot (RSI ≥ 80). Rebalances daily.
A daily, rules‑based dip‑buyer in 3x equity ETFs (tech‑heavy). It adds in steps as prices weaken, parks in T‑bills when neutral, and briefly uses UVXY as a pullback hedge when markets look overheated.
Out-of-sample edge: 32.6% annualized return vs 20% for the S&P, Calmar ~1.25 for strong risk-adjusted performance. Accepts higher drawdowns (~26%) to pursue tech/semis gains, with UVXY hedges and cash buffers for downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $2,614 | 2026-10-11 | |
| Backtest slippage cost | $19k | 2026-10-11 |
| AI categories (Composer) | cash management, daily rebalancing, dip buying, leveraged etfs, momentum/rsi, semiconductors, tech-heavy, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 465 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.91 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "COST", "FAS", "FAZ", "SOXL", "SPXL", "TNA", "TQQQ", "TZA", "UNH", "UVXY" ] | 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) | 1.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 53 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 966 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 195.48% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 70.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
