Composer · investment strategy
by Composer Technologies · via Composer
Daily rotates 100% among SOXS, NVDA, or LLY using TQQQ as a heat gauge: short semis when tech is overheated or after sharp bounce post-selloff; buy NVDA on selloff without a big bounce; otherwise sit in LLY.
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.
1 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
0.0% 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 ()
2 of 4 funds in its are : SOXS, 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.
It uses TQQQ (a very volatile big‑tech fund) as a thermostat.<br>- If TQQQ looks extremely hot over the last ~10 days, it bets against semiconductors via SOXS (a 3× inverse semi fund).<br>- Else, if TQQQ fell >13% in 6 days: if today rebounds >6%, use SOXS; otherwise buy NVDA.<br>- If none of that, hold LLY.<br>Rebalanced daily.
Daily rotates 100% among SOXS, NVDA, or LLY using TQQQ as a heat gauge: short semis when tech is overheated or after sharp bounce post-selloff; buy NVDA on selloff without a big bounce; otherwise sit in LLY.
Out-of-sample annualized return about 34.5% vs the S&P’s 21.9%, achieved by 100% rotation among NVDA, SOXS, and LLY using a tech-heat signal. Higher upside with a Calmar ~0.94; expect larger drawdowns (~37%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $83.5M | 2026-10-11 | |
| Backtest regulatory fees | $121k | 2026-10-11 | |
| Backtest slippage cost | $1.2M | 2026-10-11 |
| AI categories (Composer) | healthcare, leveraged inverse etf, momentum and mean reversion, semiconductors, single-stock focus, tactical rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "LLY", "NVDA", "SOXS", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.54% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 835k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.43% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -6.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -6.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.31% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 91.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
