Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑driven rotation that rides big tech uptrends with 3x ETFs, then quickly hedges or shifts to bonds/defensive sectors (or even shorts the Nasdaq) when short‑term heat or trend breaks appear.
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.
2 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.
4.1% 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. : 80% · 2026-10-19 ()
25.0% 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% · 2026-10-19 ()
9 of 26 funds in its are : PSQ, SH, SOXL, SQQQ, TECL, TQQQ, UGE, UPRO, 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.
Each day it asks: Is the market trending up (prices above 15/50/100/200‑day averages)? Are short‑term readings “too hot” (10‑day RSI, a 0–100 heat gauge)? Is volatility rising?<br>If trend is up and heat is low, it rides tech with 3x funds (TQQQ/TECL). If heat is high or trend breaks, it moves to VIX funds (VIXY/UVXY), bonds/defensive sectors (BSV/TLT/LQD/XLP/XLV/XLU), or SQQQ in deep bears. A meta‑layer keeps the sub‑rules that are working best.
Daily, rules‑driven rotation that rides big tech uptrends with 3x ETFs, then quickly hedges or shifts to bonds/defensive sectors (or even shorts the Nasdaq) when short‑term heat or trend breaks appear.
Out-of-sample, this strategy delivers strong upside with risk controls: 48.85% annualized return vs SPY's 20.62%, Calmar 2.49, and adaptive hedging to limit drawdowns. 328 backtest days.
Modification of "Jason's Overcompensating Safety Checks for TQQQs." This symphony embraces the chaos by replacing the stability block with a volatility block and removing the equal weight block entirely. Also simplified the original chaos branch a bit to extend the backtest back to 2012. Since OCFR is itself somewhat of a bull/bear check, BIL in the chaos branch was replaced with a Holy Grail variant similar to the bear blocks elsewhere. Finally, some common frontrunner logic was pulled out of the various branches and various other small modifications were made to reduce drawdown in dotcom era backtests.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3823.0B | 2026-10-19 | |
| Backtest regulatory fees | $5.2B | 2026-10-19 | |
| Backtest slippage cost | $11.9B | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, leveraged tech, risk management, tactical rotation, trend and momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6,272 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.71 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BSV", "IEF", "LQD", "PSQ", "QQQ", "QQQE", "SH", "SMH", "SOXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UGE", "UPRO", "UVXY", "VBF", "VIXY", "VTV", "XLF", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.61 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-19 |
| Remixes (copies) | 95 | 2026-10-19 | |
| Watchers | 36 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,606 | 2026-10-19 | |
| Out-of-sample length | 230 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 297.74% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 38230175k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.85% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.64% | ||
| Return, trailing 1 day (out-of-sample) | -5.94% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.22% | ||
| Return, trailing 1 week (out-of-sample) | -10.25% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 25.49% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -25.87% | ||
| Return, trailing 2 weeks (out-of-sample) | -12.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.78% | ||
| SPY annualized return over the backtest window (backtest) | 14.98% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 8.36 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.49 | ||
| Maximum drawdown, backtest period (backtest) | -35.60% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.62% | ||
| Sharpe ratio, backtest period (backtest) | 2.68 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Sortino ratio, backtest period (backtest) | 6.02 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 57.11% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.34% |
| Annualized turnover, backtest period (backtest) | 70.92 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 75.08 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.38% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.74% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
