Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech-tilted, rules-based strategy that rides uptrends with 3x ETFs (TQQQ/SOXL/TECL), then quickly hedges or moves to T-bills/bonds or inverse funds (UVXY/SQQQ) when weakness appears. High risk/high swings, rebalanced daily.
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 2026-06-30)
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 ()
47 of 78 funds in its are : CURE, DFEN, DRIP, DRV, EDC, ERX, EUO, EURL, FAS, FNGD, FNGU, GUSH, HIBL, HIBS, JDST, LABD, LABU, MIDU, MVV, NAIL, NRGD, NRGU, PSQ, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, TZA, UCO, UGL, UPRO, URTY, USD, UVXY, YCS, YINN
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, rules-based market timer. It first asks: are stocks in an uptrend and beating bonds? If yes, it owns the strongest tech-heavy funds (TQQQ, SOXL, TECL, SPXL, FNGU). If prices look overheated or choppy (a short-term “speedometer” of gains/losses says so), it cuts risk, hedges with UVXY or inverse funds (SQQQ, SOXS), or parks in T-bills (BIL/SHY). If stocks weaken and rates move, it shifts to bond bets (TMF when rates fall, TMV when they rise).
Aggressive, tech-tilted, rules-based strategy that rides uptrends with 3x ETFs (TQQQ/SOXL/TECL), then quickly hedges or moves to T-bills/bonds or inverse funds (UVXY/SQQQ) when weakness appears. High risk/high swings, rebalanced daily.
Tech-led, rules-based strategy aims to beat the S&P via leveraged uptrends and rapid hedges. OOS: ~150% annualized return vs ~23% S&P; Calmar ~3.43, Sharpe ~1.66— strong risk-adjusted upside despite drawdown risk.
OOS Jan 8 2024
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $36k | 2026-10-11 | |
| Backtest regulatory fees | $149 | 2026-10-11 | |
| Backtest slippage cost | $1,064 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, momentum, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,535 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.76 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "COST", "CURE", "DBC", "DFEN", "DIA", "DRIP", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "EUO", "EURL", "EWZ", "FAS", "FNGD", "FNGS", "FNGU", "GLD", "GUSH", "HIBL", "HIBS", "IEF", "JDST", "LABD", "LABU", "MIDU", "MVV", "NAIL", "NRGD", "NRGU", "PSQ", "PUI", "QLD", "QQQ", "SCHZ", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TFLO", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYO", "TZA", "UCO", "UGL", "UNH", "UPRO", "URTY", "USD", "USDU", "UUP", "UVXY", "VIXY", "VTI", "XLP", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.05 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 |
| Remixes (copies) | 749 | 2026-10-11 | |
| Watchers | 293 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 349 | 2026-10-11 | |
| Out-of-sample length | 349 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 149.97% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 256.97% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 150.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 257.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 156.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 156.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -19.09% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 23.13% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.66 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.57 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 70.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 70.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 133.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 133.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
