Composer · investment strategy
by Composer Technologies · via Composer
Half stays in sturdy names (Costco/UnitedHealth) unless overheated or a fresh plunge; half tactically rotates among 3× Nasdaq (TQQQ), 3× semis (SOXL), volatility (UVXY), or T‑Bills (BIL) using simple “heat,” trend, drawdown, and bond-risk 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.
3 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%)
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. : 99% · 2026-10-11 ()
49.5% 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% · 2026-10-11 ()
4 of 12 funds in its are : SOXL, TMF, 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.
Two sleeves (50/50).<br>1) Meat Shield: hold sturdy stocks (Costco, UnitedHealth) unless they look “too hot” (RSI = a simple heat gauge) or the market just plunged (max drawdown = recent drop). Else park in BIL (T‑Bills).<br>2) Offense: if tech is calmly trending up (price > 25‑day average, bonds calm), buy TQQQ (3× Nasdaq). After sharp moves, flip to SOXL (3× semis) or UVXY (volatility) for short bounces. If trend weak or bonds stressed, sit in BIL.
Half stays in sturdy names (Costco/UnitedHealth) unless overheated or a fresh plunge; half tactically rotates among 3× Nasdaq (TQQQ), 3× semis (SOXL), volatility (UVXY), or T‑Bills (BIL) using simple “heat,” trend, drawdown, and bond-risk signals.
Out-of-sample edge: ~34% annualized return vs SPY ~22%, Calmar ~1.40, Sharpe ~1.05. A 50/50 defensive core plus tactical tech sleeve aims bigger upside with risk controls, despite higher drawdowns (~24%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $99.1M | 2026-10-11 | |
| Backtest regulatory fees | $145k | 2026-10-11 | |
| Backtest slippage cost | $1.4M | 2026-10-11 |
| AI categories (Composer) | defensive equities, leveraged etfs, mean reversion, risk management, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 83 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 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[ "BIL", "BND", "COST", "IEF", "QQQ", "SOXL", "SPY", "TLT", "TMF", "TQQQ", "UNH", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 84.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 991k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 172.12% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.56% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.48% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
