Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based strategy that rides tech/semiconductor rallies with 3x ETFs, and quickly shifts to cash, bonds, volatility hedges, or inverse ETFs when signals say markets are overheated or turning down. High risk but drawdown-aware.
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.
10 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.
0.1% of weight in (IVV: 3.0%)
8 funds (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. : 90% · 2026-10-11 ()
87.7% 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 ()
50 of 95 funds in its are : AAPB, AAPD, BITI, CURE, DRV, EDC, ERX, EUO, HIBL, LABD, LABU, MVV, NRGD, NRGU, PSQ, QID, QLD, SARK, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TARK, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TSLL, TSLS, TYD, TYO, TZA, UBT, UCO, UDN, UGL, UPRO, URTY, USD, UVXY, WEBL, YANG, YCS, YINN
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’s a rulebook that tries to “surf” tech and semiconductor uptrends, then quickly cut risk or go short when markets look hot or weak.<br>- If the market is in an uptrend (S&P above its long-term trend), buy 3x tech/semis (TQQQ, SOXL).<br>- If prices look “stretched” up or down (RSI = a speed gauge), sell the rip or buy the dip.<br>- If trends break or bonds/dollar flash risk, move to T‑bills/bonds or inverse funds (SQQQ/SOXS).<br>- Uses UVXY (volatility) as a crash hedge.
A daily, rules-based strategy that rides tech/semiconductor rallies with 3x ETFs, and quickly shifts to cash, bonds, volatility hedges, or inverse ETFs when signals say markets are overheated or turning down. High risk but drawdown-aware.
Out-of-sample, this strategy outperforms the S&P: annualized return ~77.7% vs ~23.96%, with solid risk-adjustment (Calmar 2.36, Sharpe ~1.28). It rides tech rallies with 3x exposure, then hedges to protect capital when markets turn.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $24k | 2026-10-11 | |
| Backtest regulatory fees | $74 | 2026-10-11 | |
| Backtest slippage cost | $491 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short, tactical allocation, tech/semis focus, trend-following + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,100 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "AGG", "AMD", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BND", "BSV", "BTAL", "COIN", "CURE", "DBC", "DRV", "EDC", "EDV", "EEM", "EFA", "ENPH", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "IEI", "LABD", "LABU", "LQD", "MSTR", "MVV", "NRGD", "NRGU", "NVDA", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SCHZ", "SH", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLL", "TSLS", "TYD", "TYO", "TZA", "UBT", "UCO", "UDN", "UGL", "UPRO", "URTY", "USD", "USDU", "UUP", "UVXY", "VGLT", "VIXM", "VIXY", "VTIP", "WEBL", "XLE", "YANG", "YCS", "YINN" ] | 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) | 2.15 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 57 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 387 | 2026-10-11 | |
| Out-of-sample length | 387 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 77.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 142.18% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 77.70% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 142.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.09% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.96% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.36% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 68.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 68.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.94% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 23.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.26 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 94.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 94.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
