Composer · investment strategy
by Composer Technologies · via Composer
A daily offense/defense switch. Offense: ride Nasdaq uptrends with TQQQ; trade semis around extremes with SOXL/SOXS. Defense: 60% BTAL + 40% SQQQ when stress rises. Otherwise, simply hold the strongest of AAPL, MSFT, NVDA, TSLA, or XOM.
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 2026-10-11
: 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.
0.5% 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. : 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 ()
6 of 17 funds in its are : SH, SOXL, SOXS, SQQQ, TMF, TQQQ
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.
Rebalanced daily. It reads two simple cues on the Nasdaq: trend (price vs its 25‑day average) and a short‑term “hot/cold” score (RSI, 0–100). With calm bond “stress” gauges, it rides the uptrend with TQQQ. After sudden surges it briefly flips to SOXS; after sharp drops it buys SOXL. If volatility or bond stress rises, it holds a defensive mix (60% BTAL, 40% SQQQ). If a top filter favors simplicity, it just owns the strongest of AAPL/MSFT/NVDA/TSLA/XOM.
A daily offense/defense switch. Offense: ride Nasdaq uptrends with TQQQ; trade semis around extremes with SOXL/SOXS. Defense: 60% BTAL + 40% SQQQ when stress rises. Otherwise, simply hold the strongest of AAPL, MSFT, NVDA, TSLA, or XOM.
Out-of-sample upside with defense. Target ~73% annualized returns and Calmar ~1.67, with strong risk-adjusted metrics. A daily offense/defense mix captures Nasdaq strength while hedging stress—aiming for better upside and risk control versus the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.2B | 2026-10-11 | |
| Backtest regulatory fees | $9.6M | 2026-10-11 | |
| Backtest slippage cost | $92.5M | 2026-10-11 |
| AI categories (Composer) | bond-signal overlay, daily tactical, leveraged etfs, tech/semis focus, trend + mean reversion, volatility filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 87 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "BND", "BTAL", "IEF", "MSFT", "NVDA", "QQQ", "SH", "SOXL", "SOXS", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "TSLA", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 717 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 132.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 32394k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 72.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 376.09% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 41.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.59% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.31 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.82% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 72.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 77.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
