Composer · investment strategy
by Composer Technologies · via Composer
A K‑1‑free, rapid‑fire strategy that flips between leveraged tech/semiconductor ETFs (long or short) using short‑term strength/overbought‑oversold signals, confirmed by bond‑market trends. In panics it shifts to T‑Bills plus an inverse Nasdaq hedge.
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.
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%)
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 ()
22 of 33 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
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’s a fast, rules‑based swing trader focused on tech leaders: - TQQQ (3x up Nasdaq‑100) / SQQQ (3x down) - SOXL (3x up semis) / SOXS (3x down) It goes long when trends are up or prices are very “washed‑out,” and flips short when things look overheated. Bond ETFs (AGG/BND/IEF/TLT) act as a safety check. In sharp sell‑offs it holds ~60% T‑Bills (BIL) + 40% SQQQ. RSI = 0–100 heat of recent moves; MAs = trend; drawdown/volatility = risk.
A K‑1‑free, rapid‑fire strategy that flips between leveraged tech/semiconductor ETFs (long or short) using short‑term strength/overbought‑oversold signals, confirmed by bond‑market trends. In panics it shifts to T‑Bills plus an inverse Nasdaq hedge.
Out-of-sample annualized return ~31.8% vs S&P ~20.4%, driven by leveraged tech/semis with a bond overlay hedge. Expect higher drawdowns (~41.8%) but a favorable risk/return (Calmar ~0.76). K-1 free; ETF mix offers tax-efficient exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $658.7M | 2026-10-11 | |
| Backtest regulatory fees | $3.4M | 2026-10-11 | |
| Backtest slippage cost | $32.5M | 2026-10-11 |
| AI categories (Composer) | bond overlay, k‑1 free, leveraged etfs, risk-on/off, semiconductors, short-term, tactical allocation, tech/nasdaq, trend + mean‑reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 333 | 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) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "DRV", "EDC", "HIBL", "IEF", "JDST", "LABD", "LABU", "PSQ", "QQQ", "SCHZ", "SH", "SOXL", "SOXS", "SOXX", "SPHB", "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) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 11 | 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) | 401.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6587k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.01% | 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) | 10.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 29.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 9.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.77% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.70 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.16 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 98.01 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 98.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
