Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, daily trend strategy. It rides tech-led uptrends with 3× ETFs and short-vol (SVXY), steps aside when markets look overheated, and in selloffs it de‑leverages or flips short, sometimes rotating to Treasuries, the dollar, or defensive stocks.
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.
4 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 ()
10 of 26 funds in its are : PSQ, SCO, SOXL, SQQQ, SVXY, TECL, TMF, TQQQ, UDOW, UPRO
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.
Rebalanced daily. First it checks trend: S&P 500 above its long-term avg = risk-on; below = defensive. If the Nasdaq is rising (20-day avg), it holds the 2–3 strongest 3× stock funds (TQQQ=Nasdaq, SOXL=Semis, TECL=Tech, UPRO/UDOW=S&P/Dow) plus some SVXY (benefits when volatility falls). If things look “too hot” (RSI = hot/cold gauge), it parks in VIXY+BIL+BTAL. In downtrends it cuts risk or goes short (PSQ/SQQQ) and may use bonds (TLT/TMF/IEF/BSV), dollar (UUP), or defensives (XLP/SPLV).
An aggressive, daily trend strategy. It rides tech-led uptrends with 3× ETFs and short-vol (SVXY), steps aside when markets look overheated, and in selloffs it de‑leverages or flips short, sometimes rotating to Treasuries, the dollar, or defensive stocks.
Capture tech-led uptrends with disciplined risk controls. Out-of-sample: 63.95% annualized return vs 20.76% for the S&P 500, Calmar ~1.54, and smarter risk via dynamic hedges. Expect higher drawdowns in extreme markets, but bigger upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.5B | 2026-10-11 | |
| Backtest regulatory fees | $4.8M | 2026-10-11 | |
| Backtest slippage cost | $45.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, risk management, tactical allocation, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 672 | 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[ "BIL", "BSV", "BTAL", "DIA", "IEF", "IWM", "PSQ", "QQQ", "SCO", "SHV", "SMH", "SOXL", "SPLV", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "UUP", "VIXY", "VTI", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 698 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 132.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 25462k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 63.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 294.05% | 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) | 120.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 120.18% | 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) | 2.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
