Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based system: rides tech-led uptrends with 3x ETFs plus a short-vol tilt; buys deep dips; and, when trends weaken or overheat, rotates to Treasuries/cash or inverse Nasdaq with occasional long-vol hedges.
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.
5 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.
0.3% of weight in (IVV: 3.0%)
3 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 25 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.
Each day it asks: is the S&P 500 (SPY) above its 200‑day average? If yes, it rides the uptrend: buy the 3 fastest 3x stock funds (often TQQQ/TECL/SOXL/UDOW/UPRO) and keep ~1/3 in SVXY (benefits when fear fades). If overheated (RSI > ~80), it hedges with UVXY or parks in bonds/cash.<br>If no, it buys sharp dips only when very oversold (RSI < ~30); otherwise rotates to Treasuries (TLT/IEF), cash‑like bonds (SHV/BSV), or inverse QQQ (PSQ/SQQQ).<br>RSI = 0–100 heat gauge; >80 hot, <30 washed‑out. 20/200‑day averages = trend lines.
Daily, rules-based system: rides tech-led uptrends with 3x ETFs plus a short-vol tilt; buys deep dips; and, when trends weaken or overheat, rotates to Treasuries/cash or inverse Nasdaq with occasional long-vol hedges.
Out-of-sample: ~81% annualized return vs ~23% for SPY; Sharpe ~1.40; Calmar ~1.95. Strong growth potential with risk controls and trend discipline; though drawdowns can be larger, overall risk-adjusted performance beats the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $29.8B | 2026-10-11 | |
| Backtest regulatory fees | $56.7M | 2026-10-11 | |
| Backtest slippage cost | $547.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, momentum, risk-on/risk-off, tactical allocation, trend-following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 640 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DIA", "IEF", "IWM", "PSQ", "QQQ", "SCO", "SHV", "SMH", "SOXL", "SPLV", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXY", "VTI", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.14 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 81 | 2026-10-11 | |
| Watchers | 32 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 759 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 175.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 297986k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 80.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 498.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.48% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 110.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 110.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.00% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.74% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.92 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
