Composer · investment strategy
by Composer Technologies · via Composer
Tech‑heavy, fast‑trading strategy. When “fear” is high it swing‑trades TQQQ with hedges; otherwise it buys trending big‑tech stocks. If conditions look overheated or weak, it shifts to cash‑like T‑Bills, VIX hedges, or 3x Tech bull/bear 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.
0.0% of weight in (IVV: 3.0%)
2 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 ()
51.0% 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 ()
6 of 30 funds in its are : PSQ, TECL, TECS, TMF, TQQQ, 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.
Each day it first checks market “fear” via a VIX ETF’s RSI (a 0–100 speed‑of‑move score). If fear is high, it swing‑trades a 3x Nasdaq fund (TQQQ) with safety rules: after big drops buy for a bounce; after big run‑ups shift to T‑Bills, VIX ETFs, or a market‑neutral hedge (BTAL).<br>If fear isn’t high, it picks 5 of 15 large tech stocks with the choppiest recent moves. For each, if its short‑term trend is above its 20‑day average and bond signals look OK, hold it; otherwise rotate to T‑Bills plus 3x Tech bull/bear funds.
Tech‑heavy, fast‑trading strategy. When “fear” is high it swing‑trades TQQQ with hedges; otherwise it buys trending big‑tech stocks. If conditions look overheated or weak, it shifts to cash‑like T‑Bills, VIX hedges, or 3x Tech bull/bear ETFs. High risk.
Out-of-sample edge: about 48.2% annualized return vs ~20% for the S&P, Calmar 1.38, and built-in hedges to help manage fear spikes, delivering strong risk-adjusted upside despite higher drawdowns.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $670.8M | 2026-10-11 | |
| Backtest regulatory fees | $1.7M | 2026-10-11 | |
| Backtest slippage cost | $16.4M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, hedging, leveraged etfs, momentum + mean reversion, quant, tech megacap focus, volatility regime filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 434 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AMD", "AMZN", "AVGO", "BIL", "BND", "BTAL", "CRM", "CSCO", "GOOG", "IEF", "MSFT", "NFLX", "NVDA", "ORCL", "PSQ", "QQQ", "SHV", "SPY", "TECL", "TECS", "TLT", "TMF", "TQQQ", "TSLA", "TSM", "UVXY", "VIXM", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.35 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,089 | 2026-10-11 | |
| Out-of-sample length | 662 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 147.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6708k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 181.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -7.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.87% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.79 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.65% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
