Composer · investment strategy
by Composer Technologies · via Composer
A tech‑tilted, tactical blend that buys leveraged stock ETFs in calm uptrends, scales into sharp dips when they look oversold, and retreats to T‑Bills or Treasuries when markets overheat or get volatile. Rebalanced daily; mixes trend, momentum and risk signals.
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.
“In stress it parks in BIL (T‑Bills) or TMF (3× long Treasuries).”
“It buys 3× stock funds (TQQQ=Nasdaq‑100, UPRO=S&P 500, TECL=Tech, SOXL=Semis).”
“Rebalanced daily.”
“Volatility: calm=risk‑on; wild=risk‑off.”
“Trend (price above a long‑term average = uptrend).”
“low=oversold (buy dips), high=overheated (ease off)”
12 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%)
8 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
39.6% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
24 of 57 funds in its are : AAPB, AAPD, AMZD, AMZU, ERX, FAS, FBL, GGLL, GGLS, MSFD, MSFU, NVDL, PSQ, QLD, SOXL, SPXL, SSO, TECL, TMF, TMV, TQQQ, TSLL, TSLS, UPRO
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It blends many small rules to toggle risk. Key gauges: Trend (price above a long‑term average = uptrend). RSI: a short‑term “hot/cold” score (0–100); low=oversold (buy dips), high=overheated (ease off). Volatility: calm=risk‑on; wild=risk‑off. It buys 3× stock funds (TQQQ=Nasdaq‑100, UPRO=S&P 500, TECL=Tech, SOXL=Semis). In stress it parks in BIL (T‑Bills) or TMF (3× long Treasuries). Rebalanced daily.
A tech‑tilted, tactical blend that buys leveraged stock ETFs in calm uptrends, scales into sharp dips when they look oversold, and retreats to T‑Bills or Treasuries when markets overheat or get volatile. Rebalanced daily; mixes trend, momentum and risk signals.
Out-of-sample, this strategy targets higher upside than the S&P: 34.3% annualized vs 22.5%, with disciplined risk controls and tactical tech leverage. Calmar ~1.15; bigger swings, stronger compounding in favorable markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $47k | 2026-10-11 | |
| Backtest regulatory fees | $101 | 2026-10-11 | |
| Backtest slippage cost | $659 | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, leveraged etfs, tactical allocation, tech-focused, trend following, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,195 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "AAPL", "AGG", "AMZD", "AMZN", "AMZU", "BIL", "BND", "BRK/B", "BSV", "COST", "ERX", "FAS", "FBL", "GGLL", "GGLS", "GOOG", "IEF", "META", "MSFD", "MSFT", "MSFU", "MSTR", "NVDA", "NVDL", "PSQ", "QLD", "QQQ", "QQQE", "SHY", "SOXL", "SPXL", "SPY", "SSO", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TSLL", "TSLS", "UNH", "UPRO", "VGT", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VWO", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 944 | 2026-10-11 | |
| Out-of-sample length | 726 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.19% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 371.26% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 134.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.46% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.05% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.07% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.76% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.80% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.02% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.47% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
