Composer · investment strategy
by Composer Technologies · via Composer
Daily, K‑1‑free tactical strategy: rides Nasdaq uptrends with TQQQ, buys sharp dips in tech/semis, and flips to PSQ/SOXS or VXX in panics. Uses simple heat/trend/drawdown checks plus bond‑vs‑stock signals and a small contrarian bounce module.
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.
0.5% 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. : 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 ()
16 of 24 funds in its are : DRV, EDC, LABD, LABU, PSQ, SH, SOXL, SOXS, TECL, TMF, TMV, TQQQ, UPRO, URTY, USD, 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 it classifies markets as hot, normal, or selloff using simple gauges: recent speed (RSI: a 0–100 heat score), price vs its average, drawdown, and short‑term % moves.<br>- Hot: rotate to defenses (VXX: volatility, PSQ: short Nasdaq).<br>- Selloff: buy the dip in 3× tech/semis (TQQQ, SOXL) unless losses keep widening, then short (SOXS/PSQ).<br>- Normal: if QQQ is above trend hold TQQQ; else bond‑vs‑stock strength decides TQQQ or PSQ. It can also grab the most beaten‑down theme for a quick rebound. K‑1 free.
Daily, K‑1‑free tactical strategy: rides Nasdaq uptrends with TQQQ, buys sharp dips in tech/semis, and flips to PSQ/SOXS or VXX in panics. Uses simple heat/trend/drawdown checks plus bond‑vs‑stock signals and a small contrarian bounce module.
Out-of-sample, this daily, regime-switching strategy targets tech leadership with ~35.7% annualized returns vs ~21% for the S&P, using hedges and bond signals to manage risk and deliver stronger upside and diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.4B | 2026-10-11 | |
| Backtest regulatory fees | $24.6M | 2026-10-11 | |
| Backtest slippage cost | $236.5M | 2026-10-11 |
| AI categories (Composer) | bond signals, daily rebalance, leveraged/inverse etfs, mean reversion, regime switching, tactical, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 213 | 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[ "BND", "DRV", "EDC", "IEF", "IWM", "LABD", "LABU", "PSQ", "QQQ", "SH", "SOXL", "SOXS", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "URTY", "USD", "VXX", "XBI", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 706 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 396.10% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 113720k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 135.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.07% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 76.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
