Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily‑tactical plan that rides tech‑led uptrends with 3× ETFs and shifts to Treasuries, cash, or inverse tech when volatility or trend signals worsen. Includes a “black swan” switch to hedge or trade quick reversals during crashes.
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.
1.1% of weight in (IVV: 3.0%)
2 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. : 99% · 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 20 funds in its are : SOXL, SOXS, SQQQ, TECL, TMF, TMV, TQQQ, TYO, 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.
Daily, it switches modes based on simple gauges: RSI (0–100 “hot/cold” score), moving averages (trend), std dev (turbulence), and drawdown (recent worst drop). If volatility spikes, it parks in T‑Bills and inverse tech or trades semiconductors for quick rebounds/fades. If trends are healthy, it rides 3× tech (TECL, TQQQ, SOXL) and 3× Treasuries (TMF); if not, it shifts to hedges/cash.
Aggressive, daily‑tactical plan that rides tech‑led uptrends with 3× ETFs and shifts to Treasuries, cash, or inverse tech when volatility or trend signals worsen. Includes a “black swan” switch to hedge or trade quick reversals during crashes.
Out-of-sample annualized return ~21.9% with a dynamic, tech-led strategy that switches to hedges in turbulence, aiming to diversify beyond the S&P and capture tech-driven upside while managing crash risk.
Original 4.2 Version is OOS Dec. 19th 2022 "Latest" Version adds Black Swan Catcher - 10d STD Deviation of Return of SPY is Greater than 30%
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $39.0M | 2026-10-11 | |
| Backtest regulatory fees | $89k | 2026-10-11 | |
| Backtest slippage cost | $822k | 2026-10-11 |
| AI categories (Composer) | crash hedge, daily rebalanced, leveraged etfs, mean-reversion, tactical allocation, tech/semiconductors, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 107 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.45 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BRK/B", "IEF", "MOAT", "PHDG", "QQQ", "SOXL", "SOXS", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYO", "UDOW", "UPRO", "USMV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,480 | 2026-10-11 | |
| Out-of-sample length | 744 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 390k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.66% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.98% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
