Composer · investment strategy
by Composer Technologies · via Composer
Rules-based switch between tech offense (QQQ, 3x TQQQ/SOXL) and defense (VIX hedges plus safe-haven mix). Uses trend (25-day average), short-term strength (RSI), fast-drop triggers, and a bond warning to sidestep crashes and catch rebounds. High risk due to leverage.
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) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
6 of 20 funds in its are : SOXL, SVXY, TMF, TQQQ, UPRO, 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.
It flips between 3 modes. Offense: hold QQQ or 3x tech (TQQQ; sometimes SOXL) when trend is up (price above 25‑day average) or after short‑term weakness. Crash defense: if drops are sharp or fear spikes, use VIX ETFs (UVXY/VIXM/SVXY) and a safe mix (gold, staples, USD, T‑bills, managed futures). A bond “warning” (bonds stronger than stocks, or long bonds stronger than mid) also pushes it to defense. RSI = 0–100 hot/cold meter.
Rules-based switch between tech offense (QQQ, 3x TQQQ/SOXL) and defense (VIX hedges plus safe-haven mix). Uses trend (25-day average), short-term strength (RSI), fast-drop triggers, and a bond warning to sidestep crashes and catch rebounds. High risk due to leverage.
Out-of-sample return: 54.1% vs 22.6% S&P. Calmar 1.27; max drawdown 42.7% vs 18.8%. Higher upside with crash defenses and leverage; suited for risk-tolerant, long-horizon investors.
4/25/23 added Safety Town All Shared.-----(a) Handle huge volatility; (b) Mean reversion with 10D RSI (c) Momentum with 25D MA; (d) BondSignal with bond > stock and inverted yield curve.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20.8M | 2026-10-11 | |
| Backtest regulatory fees | $49k | 2026-10-11 | |
| Backtest slippage cost | $441k | 2026-10-11 |
| AI categories (Composer) | defensive sleeves, leveraged etfs, mean reversion, tactical allocation, trend-following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,132 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.67 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BTAL", "DBMF", "GLD", "IEF", "QQQ", "SHV", "SHY", "SOXL", "SPY", "SVXY", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VIXM", "VXZ", "XLP" ] | 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) | 1.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 861 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 180.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 208k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 338.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 100.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 100.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 46.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.01 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.99% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
