Composer · investment strategy
by Composer Technologies · via Composer
A fast, K‑1‑free tactical strategy that flips among 3x tech/semiconductor bulls, inverse funds, and Treasuries using short-term ‘hot/cold’ readings and bond‑vs‑stock strength, with rules to buy big dips or short sharp rebounds. High risk.
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.
6 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%)
5 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. : 74% · 2026-10-11 ()
65.8% 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 ()
15 of 28 funds in its are : CURE, EDC, PSQ, SH, SOXL, SOXS, SQQQ, TECL, TMF, TMV, TQQQ, TYD, UDOW, UPRO, URTY
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 process:<br>1) If bonds look stronger than cash, trade semiconductors: short when the market looks hot, long when not (RSI is a 0–100 ‘hot/cold’ read).<br>2) If the S&P is very oversold, either buy a bounce in tech/semis or stay in inverse funds, based on a bond‑vs‑high‑beta check.<br>3) Else, a momentum sleeve: after sharp tech drops it may short a rebound or buy the dip; otherwise hold the strongest 2 risk ETFs or a defensive basket when bonds lead. Uses 3x ETFs; high volatility; K‑1 free.
A fast, K‑1‑free tactical strategy that flips among 3x tech/semiconductor bulls, inverse funds, and Treasuries using short-term ‘hot/cold’ readings and bond‑vs‑stock strength, with rules to buy big dips or short sharp rebounds. High risk.
Rotates 3x leveraged tech/semiconductor ETFs with bond signals and risk-on/defensive hedges to beat the S&P 500. In out-of-sample tests it delivers ~74.6% annualized return vs SPY ~19.6%, with Calmar ~1.66. Expect higher volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.3B | 2026-10-11 | |
| Backtest regulatory fees | $9.5M | 2026-10-11 | |
| Backtest slippage cost | $91.1M | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, long/short, mean reversion, momentum, risk-on/risk-off, semiconductors, tactical, tech | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 112 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "CURE", "EDC", "IEF", "PSQ", "QQQ", "SCHZ", "SH", "SOXL", "SOXS", "SPHB", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "UDOW", "UPRO", "URTY", "XLK", "XLP", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,822 | 2026-10-11 | |
| Out-of-sample length | 802 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 130.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 32642k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 490.63% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 87.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 87.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 37.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.50% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -71.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.05% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 81.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 89.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
