Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical strategy: ~60% rotates among leveraged tech, bonds, gold, dollar and a volatility hedge using trend/RSI; ~40% actively trades semiconductors long/short. Can go inverse Nasdaq in selloffs. Very high risk and turnover.
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.
7 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. : 90% · 2026-10-11 ()
69.7% 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 ()
9 of 31 funds in its are : PSQ, SOXL, SOXS, SQQQ, TECL, TMF, 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 rebalances daily and splits roughly 60%/40% across two engines.<br>- Engine 1 swings between 3x tech (TQQQ/UPRO) and safety (Treasuries, gold, USD, BTAL), and uses UVXY when markets look “too hot” or after fast drops. It uses RSI (a 0–100 hot/cold score) and moving averages (20/200‑day).<br>- Engine 2 flips SOXL/SOXS using the S&P 500’s trend and very short‑term momentum. In stress it can use PSQ/SQQQ.
Daily tactical strategy: ~60% rotates among leveraged tech, bonds, gold, dollar and a volatility hedge using trend/RSI; ~40% actively trades semiconductors long/short. Can go inverse Nasdaq in selloffs. Very high risk and turnover.
Out-of-sample annualized return ~44% vs SPY ~17.6%, Calmar ~1.16. A two-engine system blends aggressive tech/semis with hedges (UVXY/BTAL, bonds, gold) to amplify upside while seeking controlled risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $468.9B | 2026-10-11 | |
| Backtest regulatory fees | $1.2B | 2026-10-11 | |
| Backtest slippage cost | $7.6B | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum (rsi), semiconductors focus, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 381 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "CORP", "GDX", "GLD", "IEF", "IOO", "PSQ", "QQQ", "SHV", "SOXL", "SOXS", "SOXX", "SPY", "SQQQ", "TECL", "TIP", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VIXY", "VOX", "VPU", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 508 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 225.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4688624k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.71% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -6.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.22% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.41% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.74% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
