Composer · investment strategy
by Composer Technologies · via Composer
Fast, tech‑centric, leveraged trend/momentum strategy. In uptrends it rotates into 3× tech/index ETFs plus a short‑vol slice; in downtrends it hedges or moves to bonds/cash, with extra brakes in crashes. Trades daily. Very 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.
6 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.
0.4% 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. : 98% · 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 ()
11 of 31 funds in its are : PSQ, SCO, SOXL, SQQQ, SVXY, TECL, TMF, TQQQ, UDOW, 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.
Daily checks two dials: - Trend: SPY vs 200‑day (big trend) and 20‑day (short trend). - Heat (RSI): a 0–100 speed gauge; >80 overheated, <30 washed‑out.<br>Offense (uptrend): rotate into the strongest 3× tech/index ETFs (e.g., TQQQ, SOXL, TECL, UPRO) plus some SVXY (benefits from calm). If too hot, shift to VIXY/T‑Bills/BTAL or bond/defensive ETFs.<br>Defense: buy rare oversold bounces; else hedge/step aside with PSQ/SQQQ or cash/bonds. Extra brakes if QQQ breaks its 20‑day or drops hard. Very high risk; rebalanced daily.
Fast, tech‑centric, leveraged trend/momentum strategy. In uptrends it rotates into 3× tech/index ETFs plus a short‑vol slice; in downtrends it hedges or moves to bonds/cash, with extra brakes in crashes. Trades daily. Very high risk.
Out-of-sample, this strategy targets tech-led upside: ~60% annualized return vs ~20% for the S&P, with Calmar ~1.37 and Sharpe ~1.12. It leverages strong uptrends and uses hedges; expect higher drawdowns (~44% vs ~19%).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.8B | 2026-10-11 | |
| Backtest regulatory fees | $28.4M | 2026-10-11 | |
| Backtest slippage cost | $273.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short, market timing, momentum, risk management, tactical allocation, trend following, volatility overlay | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,566 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DIA", "IEF", "IWM", "PSQ", "QQQ", "SCO", "SHV", "SMH", "SOXL", "SPLV", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXY", "VOX", "VTI", "VTV", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,676 | 2026-10-11 | |
| Out-of-sample length | 669 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 162.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 128089k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 250.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.28% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 80.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 80.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.09% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.83 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
