Composer · investment strategy
by Composer Technologies · via Composer
A fast, rule‑based swing strategy that shifts between leveraged tech (TQQQ), volatility hedges (UVXY/SVXY), Treasury trades (TMF/TMV), and cash (BIL), using simple signals (trend, overbought/oversold, recent drawdowns) to dial risk up or down quickly.
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 2026-10-19
: 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.
0.2% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 82% · 2026-10-19 ()
33.5% 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% · 2026-10-19 ()
6 of 14 funds in its are : SVXY, 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 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 reads short‑term signals to label markets as: overheated, crashy, or normal. Overheated (RSI high on tech via TQQQ) → hedge with UVXY (volatility). Crashy → if bonds are stable, buy oversold tech or rotate into the calmest picks across tech, rates (TMF/TMV), and volatility (SVXY/VIXM); if bonds also crack, hold BIL (cash). Normal → above trend: go heavy TQQQ plus a calm diversifier; below trend: mostly cash unless bonds look strong, then a contrarian TQQQ buy.
A fast, rule‑based swing strategy that shifts between leveraged tech (TQQQ), volatility hedges (UVXY/SVXY), Treasury trades (TMF/TMV), and cash (BIL), using simple signals (trend, overbought/oversold, recent drawdowns) to dial risk up or down quickly.
Regime‑driven blend of leveraged tech, volatility hedges, Treasuries, and cash. Out‑of‑sample results target ~17% annualized returns with active hedging and diversification, complementing the S&P 500 rather than mirroring it.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $709.0M | 2026-10-19 | |
| Backtest regulatory fees | $2.3M | 2026-10-19 | |
| Backtest slippage cost | $21.8M | 2026-10-19 |
| AI categories (Composer) | leveraged tech, risk-on/risk-off rotation, tactical allocation, treasuries, trend + mean reversion, volatility hedges | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 107 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.75 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "IEF", "QQQ", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UVXY", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.64 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,771 | 2026-10-19 | |
| Out-of-sample length | 606 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 110.89% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 7090k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 45.95% | ||
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.21% | ||
| Return, trailing 1 week (out-of-sample) | -0.52% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.77% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.33% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.29% | ||
| SPY annualized return over the backtest window (backtest) | 15.02% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.95 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | ||
| Maximum drawdown, backtest period (backtest) | -37.55% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.55% | ||
| Sharpe ratio, backtest period (backtest) | 1.88 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Sortino ratio, backtest period (backtest) | 4.04 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 44.58% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.08% |
| Annualized turnover, backtest period (backtest) | 54.04 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.51 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.78% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.73% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
