Composer · investment strategy
by Composer Technologies · via Composer
An aggressive daily switcher: buys volatility on overbought “spikes,” buys 3x tech/semis on dips, shorts long bonds when rates jump, or parks in short Treasuries/cash. Final tie‑breaker: IEF beats PSQ → TQQQ; otherwise cash/PSQ. Very active and risky.
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%)
1 fund (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. : 100% · 2026-10-11 ()
0.0% 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 ()
9 of 23 funds in its are : FAS, PSQ, SOXL, SPXL, TECL, TMF, TMV, TQQQ, 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 Macro signals 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.
Rebalances daily using RSI, a 0–100 “heat” score over 10–21 days (high=overheated, low=washed‑out).<br>- Overheated markets → buy UVXY (volatility) to hedge a pullback.<br>- Washed‑out → buy 3x tech/semis rebound plays (TQQQ, TECL, SOXL, SPXL).<br>- If long bonds plunge, short them (TMV); else sit in short Treasuries (BSV/SHV).<br>- Fallback: if bond strength (IEF) > short‑Nasdaq (PSQ), go TQQQ; else cash/PSQ.<br>Note: KMLM appears in a label but isn’t actually traded.
An aggressive daily switcher: buys volatility on overbought “spikes,” buys 3x tech/semis on dips, shorts long bonds when rates jump, or parks in short Treasuries/cash. Final tie‑breaker: IEF beats PSQ → TQQQ; otherwise cash/PSQ. Very active and risky.
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted terms: annualized ~79.6% vs ~17.8%, Sharpe ~1.36 vs ~1.0, Calmar ~3.11. Note higher potential drawdown (~25.6% vs ~18.8%), reflecting active, agile risk management.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.2B | 2026-10-11 | |
| Backtest regulatory fees | $6.2M | 2026-10-11 | |
| Backtest slippage cost | $59.8M | 2026-10-11 |
| AI categories (Composer) | bonds, daily rebalanced, leveraged etfs, momentum, tactical allocation, trend, us equities, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 127 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "FAS", "IEF", "PSQ", "QQQ", "QQQE", "SHV", "SOXL", "SPXL", "SPY", "TECL", "TMF", "TMV", "TQQQ", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 418 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 139.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 31973k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 79.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 164.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 74.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 74.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 63.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
