Composer · investment strategy
by Composer Technologies · via Composer
Default: 50/50 Apple and Microsoft. If market fear spikes, switch to SPXU (profits when the S&P 500 falls). If tech gets too hot, switch to SQQQ (profits when the Nasdaq falls). Signals checked and rebalanced daily.
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 2026-10-19
: 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%)
No funds
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
0.0% 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% · 2026-10-19 ()
3 of 6 funds in its are : SPXU, SQQQ, TQQQ
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 two heat gauges. 1) If market fear (VIXM, a volatility fund) has run hot for ~40 days, it moves 100% to SPXU, a 3x fund that goes up when the S&P 500 goes down. Otherwise 2) if tech (TQQQ, a 3x Nasdaq fund) looks overheated over 10 days, it moves 100% to SQQQ (profits when Nasdaq falls). If neither is hot, it holds Apple and Microsoft 50/50.
Default: 50/50 Apple and Microsoft. If market fear spikes, switch to SPXU (profits when the S&P 500 falls). If tech gets too hot, switch to SQQQ (profits when the Nasdaq falls). Signals checked and rebalanced daily.
Rules-based, tech-led strategy using AAPL/MSFT with hedges (SPXU/SQQQ) to capture upside and hedge risk. In 1,035 days of OOS testing, about 19% annualized return with disciplined risk versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-19 | |
| Backtest regulatory fees | $898 | 2026-10-19 | |
| Backtest slippage cost | $7,241 | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, inverse etfs, leveraged etfs, mean reversion, rules-based, tactical, tech-focused, volatility filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "MSFT", "SPXU", "SQQQ", "TQQQ", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,930 | 2026-10-19 | |
| Out-of-sample length | 715 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 35.54% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.31% | ||
| Return, trailing 1 day (out-of-sample) | -0.75% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.86% | ||
| Return, trailing 1 week (out-of-sample) | -0.40% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.45% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 10.74% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.34% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 22.76% | ||
| SPY annualized return over the backtest window (backtest) | 13.85% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.11 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.71 | ||
| Maximum drawdown, backtest period (backtest) | -32.00% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.76% | ||
| Sharpe ratio, backtest period (backtest) | 1.18 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | ||
| Sortino ratio, backtest period (backtest) | 1.91 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 29.51% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.77% |
| Annualized turnover, backtest period (backtest) | 7.31 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.16 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.99% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.13% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
