Composer · investment strategy
by Composer Technologies · via Composer
Daily “buy the dip, sell the rip” in 3× tech/semis, flipping to volatility or inverse funds when markets look overheated, with a quick bond‑market risk filter. Extremely aggressive and concentrated.
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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
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 ()
29 of 63 funds in its are : ERX, EUO, FAS, HIBL, HIBS, LABU, MVV, PSQ, QID, QLD, SOXL, SOXS, SPXS, SPXU, SQQQ, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UPRO, USD, UVXY, YCS
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 watches a short‑term “heat meter” (RSI, a 0–100 score of how fast price rose/fell) on Nasdaq/tech. When very hot, it bets on a pullback with UVXY (volatility) or inverse funds (SOXS/TECS/SQQQ). When very cold, it buys 3× bulls (TQQQ/TECL/SOXL/UPRO). A quick bond check (BIL vs IEF/LQD, TLT trend) decides risk‑on vs risk‑off. Rebalanced daily.
Daily “buy the dip, sell the rip” in 3× tech/semis, flipping to volatility or inverse funds when markets look overheated, with a quick bond‑market risk filter. Extremely aggressive and concentrated.
Out-of-sample annualized return ~31% vs S&P 500 ~19%, with positive alpha. A high-octane, tech/semis swing trader that times volatility and bonds to capture big upside in choppy markets. Higher potential payoff but with substantially larger drawdowns; not for all.
(s)lazer
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5375.9B | 2026-10-11 | |
| Backtest regulatory fees | $8.7B | 2026-10-11 | |
| Backtest slippage cost | $12.0B | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, tactical trading, tech/semis focus, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,656 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "DBC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "HIBL", "HIBS", "IEF", "IEI", "LABU", "LQD", "MVV", "PSQ", "PUI", "QID", "QLD", "QQQ", "QQQE", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UPRO", "USD", "UUP", "UVXY", "VOOG", "VOOV", "VOX", "VTIP", "VTV", "XLP", "XLY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,662 | 2026-10-11 | |
| Out-of-sample length | 538 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 2004% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 53758563k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 77.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -14.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -37.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -39.17% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.62% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 79.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.45% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 25.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -79.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -79.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 7.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 95.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 88.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 135.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 121.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 48.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
