Composer · investment strategy
by Composer Technologies · via Composer
Rules-based daily strategy that rides tech-led uptrends with leveraged ETFs, but quickly hedges with UVXY/TECS or moves to T‑bills when markets “pop,” overheat, or volatility rises. VIX and bond trends act as brakes until conditions improve.
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.
5 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.
0.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · not identified: DIA 9%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 89% · 2026-10-11 ()
91.4% 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 ()
13 of 30 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TECL, TECS, TMF, TMV, TQQQ, UDOW, UGL, 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.
Uses ETFs: SPY/QQQ/DIA and 3x versions (SPXL/TQQQ/UDOW), TECL/SOXL (3x tech/semis), UVXY (volatility hedge), BIL (T‑bills), TMF/TMV (3x Treasuries). ~70% rides uptrends, ~30% is a fast “pop” guard. Each day it checks trend, speed of moves, VIX, and bond signals. Calm uptrend: hold leveraged index/tech. Overheated or spiking: buy UVXY/TECS or sit in BIL. Deep drops: buy tech dips or hold TMF/BIL.
Rules-based daily strategy that rides tech-led uptrends with leveraged ETFs, but quickly hedges with UVXY/TECS or moves to T‑bills when markets “pop,” overheat, or volatility rises. VIX and bond trends act as brakes until conditions improve.
Out-of-sample annualized return ~34% vs S&P ~19.6%; risk-adjusted Calmar ~1.02, but drawdowns can be larger (~33%). Strategy rides tech-led uptrends with rapid hedges, aiming for outsized upside with dynamic risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $102.6B | 2026-10-11 | |
| Backtest regulatory fees | $224.9M | 2026-10-11 | |
| Backtest slippage cost | $2.2B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk management, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,199 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DIA", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UGL", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 437 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 204.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1025921k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.95% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.39% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.84% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
