Composer · investment strategy
by Composer Technologies · via Composer
A rules-based portfolio that shifts between QQQ/TQQQ, a single rotating sector (sometimes leveraged), and volatility/cash. It leans in during uptrends, hedges in downtrends, buys dips when washed out, and uses volatility cues to go on offense or defense.
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.
4 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.
0.2% of weight in (IVV: 3.0%)
2 funds (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 ()
14 of 34 funds in its are : CURE, DRN, DUSL, ERX, FAS, LTL, PSQ, SVXY, TECL, TQQQ, UGE, UTSL, UYM, WANT
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 splits the money into two sleeves: about 80% for stocks and 20% for volatility, but it can go 100% stocks in strong markets.<br>- Stocks sleeve: First asks “uptrend or downtrend?” using the Nasdaq‑100 (QQQ) vs its 200‑day average. In uptrends it holds QQQ or its 3x version (TQQQ), buys dips after big selloffs, and uses calm/rough‑water checks (how bumpy returns are) to decide when to use leverage. In downtrends it can hedge with PSQ (the inverse of QQQ) or move to Treasuries (TLT). Parallel to that, it runs a sector pick that holds one sector (technology, financials, healthcare, energy, materials, communications, real estate, consumer discretionary, industrials, utilities, or consumer staples). It buys a deeply sold‑off sector (based on a 0–100 “hot/cold” gauge called RSI; below ~30 = washed out) or, if nothing is washed out, it picks the strongest recent performer. For each sector it chooses the regular ETF (e.g., XLK for tech) or a leveraged version (e.g., TECL) based on longer‑term strength. If several broad stock funds look “too hot” (RSI above ~80), it briefly flips to VIXY (which tends to rise when volatility spikes) to front‑run a pullback.<br>- Volatility sleeve: Classifies markets as calm or stormy by looking at how volatile VIXY itself has been. In calm periods it usually holds SVXY (benefits when volatility falls). In stormy periods it hides in T‑bills (BIL), and around sharp rebounds it may briefly use VIXY. Key ideas: RSI = hot/cold meter; moving averages = trend lines; standard deviation = how bumpy returns are.
A rules-based portfolio that shifts between QQQ/TQQQ, a single rotating sector (sometimes leveraged), and volatility/cash. It leans in during uptrends, hedges in downtrends, buys dips when washed out, and uses volatility cues to go on offense or defense.
Out-of-sample edge: 62.8% annualized return vs SPY 17.6%, Sharpe 1.36 vs 1.07, Calmar 2.29, with disciplined risk controls and adaptive leverage. Higher upside with managed drawdowns, not just chasing returns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.1M | 2026-10-11 | |
| Backtest regulatory fees | $24k | 2026-10-11 | |
| Backtest slippage cost | $202k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, sector rotation, tactical allocation, trend following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 927 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "DRN", "DUSL", "ERX", "FAS", "LTL", "PSQ", "QQQ", "QQQE", "SPY", "SVXY", "TECL", "TLT", "TQQQ", "UGE", "UTSL", "UYM", "VIXY", "VOOG", "VOOV", "VTV", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XTL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,744 | 2026-10-11 | |
| Out-of-sample length | 508 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 171.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 101k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 62.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 167.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.67% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.70% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.85% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.41% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.08% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
