Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based swing system that rotates among 3x tech/semiconductor bulls (TQQQ, SOXL, TECL), 3x bears (SQQQ, SOXS), or 60% cash-like T‑Bills + 40% SQQQ, using overbought/oversold gauges, trend, and bond-market stress signals.
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.
1 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 ()
6 of 14 funds in its are : SOXL, SOXS, SQQQ, TECL, TMF, TQQQ
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.
It flips between 3x tech/semis bulls, 3x bears, or 60% T‑Bills (BIL)+40% SQQQ. Signals are simple: RSI (0–100 “heat” meter; high=hot/overbought, low=oversold), price vs 25‑day average (trend), and recent drops/volatility. Bonds (BIL, IEF, BND, TLT, TMF) act as a safety check. Uptrend and not overheated → TQQQ/SOXL/TECL. Overheated or falling fast → SQQQ/SOXS or the 60/40 defensive mix. In panics it buys the most beaten‑down ETF for a bounce.
A fast, rules-based swing system that rotates among 3x tech/semiconductor bulls (TQQQ, SOXL, TECL), 3x bears (SQQQ, SOXS), or 60% cash-like T‑Bills + 40% SQQQ, using overbought/oversold gauges, trend, and bond-market stress signals.
Out-of-sample edge: 21.13% annualized return vs SPY 20.31%, driven by a 3x tech/semis tilt with bond-based risk controls. Expect larger swings (max drawdown ~51% vs ~19%), but meaningful upside in tech rallies.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.0B | 2026-10-11 | |
| Backtest regulatory fees | $10.9M | 2026-10-11 | |
| Backtest slippage cost | $105.0M | 2026-10-11 |
| AI categories (Composer) | bond signals, leveraged etfs, market timing, mean reversion, risk management, tactical allocation, tech & semiconductors | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 105 | 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) | 0.79 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "IEF", "QQQ", "SOXL", "SOXS", "SPHB", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.66 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,873 | 2026-10-11 | |
| Out-of-sample length | 800 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 127.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 29796k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.13% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.80% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -16.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -16.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.83% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.22% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -70.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 64.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
