Composer · investment strategy
by Composer Technologies · via Composer
A daily, tech‑tilted swing strategy. It fades extremes in QQQ: buys 3× tech when QQQ looks washed‑out, shifts to a volatility fund (VIXY) when QQQ looks too hot. Otherwise it trend‑follows (QQQ/QLD) or uses a small adaptive basket with a VIXY hedge.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (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. : 98% · 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 ()
16 of 25 funds in its are : DOG, DRN, DRV, PSQ, QLD, RWM, SH, SOXL, SQQQ, SRTY, TBF, TECL, TECS, TMV, TQQQ, URTY
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 reads a short “heat gauge” of QQQ and SPY (RSI: 0–100; high = very hot, low = washed‑out). If QQQ looks too hot, it parks in VIXY (a volatility fund). If QQQ looks washed‑out, it buys 3× tech/Nasdaq (TQQQ, TECL). If neither, it follows trend (QQQ>160‑day MA ⇒ QLD; >20‑day ⇒ QQQ). If still unsure, it runs a small basket (sometimes leveraged, sometimes muted) chosen by recent moves, and keeps ~10% in VIXY. Rebalances daily.
A daily, tech‑tilted swing strategy. It fades extremes in QQQ: buys 3× tech when QQQ looks washed‑out, shifts to a volatility fund (VIXY) when QQQ looks too hot. Otherwise it trend‑follows (QQQ/QLD) or uses a small adaptive basket with a VIXY hedge.
Out-of-sample: ~50% annualized return vs ~18% for SPY, Calmar ~1.46, Sharpe ~1.01. Leveraged tech bets plus a VIXY hedge and adaptive trend/momentum offer larger upside with risk controls vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.0B | 2026-10-11 | |
| Backtest regulatory fees | $2.4M | 2026-10-11 | |
| Backtest slippage cost | $23.4M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum/mean‑reversion, risk‑on/risk‑off, tactical allocation, tech‑heavy, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 198 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "DOG", "DRN", "DRV", "EEM", "IWM", "IYR", "PSQ", "QLD", "QQQ", "RWM", "SH", "SOXL", "SOXX", "SPY", "SQQQ", "SRTY", "TBF", "TECL", "TECS", "TMV", "TQQQ", "URTY", "VIXY", "XLK" ] | 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) | 1.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,959 | 2026-10-11 | |
| Out-of-sample length | 579 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 117.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 20051k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 155.14% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.90% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
