Composer · investment strategy
by Composer Technologies · via Composer
Tech‑timing strategy rotating among leveraged single‑stock ETFs (AAPL, AMZN, GOOGL, MSFT, TSLA), 3× tech, cash, or long volatility. Uses simple overheated/washed‑out and bond‑vs‑bear‑Nasdaq signals, then holds the 3 best recent sub‑models equally.
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%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
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 ()
14 of 18 funds in its are : AAPD, AAPU, AMZD, AMZU, GGLL, GGLS, MSFD, MSFU, PSQ, TECL, TQQQ, TSLL, TSLS, 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 builds 6 mini‑models (14–49 days). Each picks one hero (AAPL, AMZN, GOOGL, MSFT, or TSLA) by favoring the name that’s been weakest or most volatile. Then rules pick what to hold: if the market looks overheated, go to cash or long volatility; if washed‑out, buy 3× tech; otherwise go bull or bear on that hero based on bonds vs bearish‑Nasdaq strength. It holds the best 3 equally.
Tech‑timing strategy rotating among leveraged single‑stock ETFs (AAPL, AMZN, GOOGL, MSFT, TSLA), 3× tech, cash, or long volatility. Uses simple overheated/washed‑out and bond‑vs‑bear‑Nasdaq signals, then holds the 3 best recent sub‑models equally.
Out-of-sample edge: Calmar ~1.38 with ~86.6% annualized return vs S&P ~21%, while risk stays controlled. A disciplined mega-cap tech rotation that captures more upside and buffers against drawdowns vs the S&P 500.
excludes NVDA, backtests to Dec 22
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $381k | 2026-10-11 | |
| Backtest regulatory fees | $972 | 2026-10-11 | |
| Backtest slippage cost | $6,721 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mega-cap tech, momentum & mean-reversion, multi-timeframe signals, rotation, tactical allocation, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,835 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "AAPD", "AAPU", "AMZD", "AMZU", "BIL", "GGLL", "GGLS", "IEF", "MSFD", "MSFU", "PSQ", "QQQ", "SPY", "TECL", "TQQQ", "TSLL", "TSLS", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 957 | 2026-10-11 | |
| Out-of-sample length | 700 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 160.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3705% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 86.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 466.99% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.07% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 113.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 113.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 20.83% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.56 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -62.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 66.87% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 73.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 64.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.02 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
