Composer · investment strategy
by Composer Technologies · via Composer
Rules-based swing strategy that rides tech uptrends with 3x funds (TQQQ/SOXL) and quickly shifts to cash or inverse ETFs (BIL/SQQQ/SOXS) when risk rises. Signals blend trend, momentum (RSI), and bond-vs-stock checks to rotate among high-octane ETFs.
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.
“it flips to T‑bills (BIL) or inverse/sector funds (SQQQ, SOXL/SOXS)”
“rides tech uptrends with 3x funds (TQQQ/SOXL)”
“The S&P 500’s 5‑day trend tilts the weight.”
““WAM” compares short‑term bond vs stock strength using RSI (a hot/cold score) and rotates into bullish or bearish ETFs”
““TQQQ or not” owns TQQQ while QQQ is above trend (25‑day moving average).”
“If markets get too hot/weak/jumpy (RSI extremes, big losses, high drawdown), it flips to T‑bills (BIL) or inverse/sector funds (SQQQ, SOXL/SOXS).”
5 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%)
4 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
22 of 31 funds in its are : DRV, EDC, HIBL, JDST, LABD, LABU, PSQ, SH, SOXL, SOXS, SQQQ, TECL, TMF, TMV, TQQQ, TYD, TYO, UPRO, URTY, WEBL, YANG, YINN
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Two engines guide it. A) “WAM” compares short‑term bond vs stock strength using RSI (a hot/cold score) and rotates into bullish or bearish ETFs, picking one with snap‑back potential. B) “TQQQ or not” owns TQQQ while QQQ is above trend (25‑day moving average). If markets get too hot/weak/jumpy (RSI extremes, big losses, high drawdown), it flips to T‑bills (BIL) or inverse/sector funds (SQQQ, SOXL/SOXS). The S&P 500’s 5‑day trend tilts the weight.
Rules-based swing strategy that rides tech uptrends with 3x funds (TQQQ/SOXL) and quickly shifts to cash or inverse ETFs (BIL/SQQQ/SOXS) when risk rises. Signals blend trend, momentum (RSI), and bond-vs-stock checks to rotate among high-octane ETFs.
Out-of-sample: ~40.7% annual return vs SPY ~20.4%, Calmar ~1.09. It leverages tech/semis uptrends with disciplined trend/risk controls, delivering higher growth than the S&P 500 while managing drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $65.1M | 2026-10-11 | |
| Backtest regulatory fees | $294k | 2026-10-11 | |
| Backtest slippage cost | $2.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, tech/semis tilt, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 302 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 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[ "AGG", "BIL", "BND", "DRV", "EDC", "HIBL", "IEF", "JDST", "LABD", "LABU", "PSQ", "QQQ", "SCHZ", "SH", "SOXL", "SOXS", "SOXX", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UPRO", "URTY", "WEBL", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,734 | 2026-10-11 | |
| Out-of-sample length | 799 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 257.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 650k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 195.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.49% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 90.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 91.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
