Composer · investment strategy
by Composer Technologies · via Composer
A tech‑tilted, rules-based strategy that buys 3x tech on trends or deep dips, hedges or moves to cash during spikes, and falls back to SPHD (high‑dividend, low‑vol stocks) when bond and price signals flash caution.
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.
6.1% 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. : 99% · 2026-10-11 ()
48.8% 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 ()
8 of 19 funds in its are : SPXL, SPXU, TECL, TECS, TMF, TQQQ, UDOW, UVIX
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 rules-based, tech‑tilted plan with three sleeves: 1) If fear spikes, run a fast “pop” playbook: when tech looks too hot, short tech + buy VIX; when washed‑out, buy 3x tech; otherwise sit in T‑Bills. 2) In calmer times, buy 3x S&P/Dow/tech when trend is up and bonds aren’t warning; else hold SPHD (high‑dividend, low‑vol stocks). 3) A dip‑buying sleeve in 3x tech after sharp drops. Signals use simple gauges: RSI (hot/cold), moving averages (trend), drawdowns (recent worst fall).
A tech‑tilted, rules-based strategy that buys 3x tech on trends or deep dips, hedges or moves to cash during spikes, and falls back to SPHD (high‑dividend, low‑vol stocks) when bond and price signals flash caution.
Out-of-sample, this tech-tilted, rules-based strategy beats the S&P 500 on risk-adjusted returns: higher Sharpe (≈1.52 vs 1.37), far higher annualized gains (≈65% vs 21%), and Calmar ≈2.17 vs 1.13—driven by dynamic hedges, though drawdowns can be larger.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $103k | 2026-10-11 | |
| Backtest regulatory fees | $144 | 2026-10-11 | |
| Backtest slippage cost | $1,161 | 2026-10-11 |
| AI categories (Composer) | cash/t‑bills, defensive equity, leveraged etfs, momentum + mean reversion, tactical allocation, tech-focused, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 328 | 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) | 0.78 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SPHD", "SPXL", "SPXU", "SPY", "TECL", "TECS", "TLT", "TMF", "TQQQ", "UDOW", "UVIX", "VIXM", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 937 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 67.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 932.20% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 65.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 546.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.36% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 109.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 109.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.38% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.97% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.97% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.96% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
