Composer · investment strategy
by Composer Technologies · via Composer
A daily, tech‑tilted, rules‑based strategy. It picks the two best‑recent variants and holds: volatility or T‑Bills when markets look overheated, 2x Nasdaq when oversold, or a mega‑cap tech/hedged mix otherwise. Uses leveraged/inverse ETFs; high risk.
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.
0.2% 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. : 99% · 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 ()
4 of 14 funds in its are : FNGD, PSQ, QLD, 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.
Daily, it ranks many small rule-sets (lookback 1–10 wks) and invests equally in the top two. Each set uses a 0–100 “hot/cold” gauge (RSI): if QQQ/SPY look too hot, go to VXX (fear gauge) or BIL (T‑Bills). If Nasdaq looks washed‑out (TQQQ very cold), buy QLD (2x Nasdaq). Otherwise hold one mega‑cap tech (MSFT/AMZN/GOOG/AAPL/TSLA) or a 50/50 hedge of QLD and FNGD (−3x short big‑tech).
A daily, tech‑tilted, rules‑based strategy. It picks the two best‑recent variants and holds: volatility or T‑Bills when markets look overheated, 2x Nasdaq when oversold, or a mega‑cap tech/hedged mix otherwise. Uses leveraged/inverse ETFs; high risk.
Out-of-sample, this strategy targets ~32% annualized return vs ~21% for the S&P, with dynamic hedges and a ~0.75 Calmar. Higher upside, but larger drawdowns (~43%) and lower risk-adjusted Sharpe than the S&P.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.2M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $103k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged/inverse etfs, momentum/mean-reversion, tactical allocation, tech-heavy, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,195 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.61 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BIL", "FNGD", "GOOG", "IEF", "MSFT", "PSQ", "QLD", "QQQ", "SPY", "TQQQ", "TSLA", "VXX" ] | 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) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,075 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 107.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 41k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 116.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.63% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 67.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 67.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.12% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.36% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.22% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
