Composer · investment strategy
by Composer Technologies · via Composer
A tech‑tilted, rules‑based strategy that rides 3× ETFs in uptrends, swiftly cuts risk in pullbacks, and uses hedges/volatility in panics. Decisions come from simple trend, momentum (RSI), bond and dollar signals. Rebalanced daily.
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.
“or flips to hedges: SQQQ/SOXS (3× short), UVXY (a volatility fund that jumps in panics)”
“When signals weaken, it parks in BIL/SHY (cash‑like Treasuries)”
“In strong uptrends it rides 3× tech: TQQQ (3× Nasdaq‑100), SOXL (3× chip stocks), UPRO/SPXL (3× S&P 500).”
“This is a daily, rules‑based switcher.”
“It decides using trends, RSI (a hot/cold score of recent moves), plus bond and US‑dollar cues.”
7 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%)
4 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
58.1% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
52 of 98 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, SVXY, TARK, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TSLL, TSLS, TYD, TYO, TZA, UBT, UCO, UDN, UGL, UPRO, URTY, USD, UVIX, UVXY, WEBL, YANG, YCS, YINN
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
This is a daily, rules‑based switcher. In strong uptrends it rides 3× tech: TQQQ (3× Nasdaq‑100), SOXL (3× chip stocks), UPRO/SPXL (3× S&P 500). When signals weaken, it parks in BIL/SHY (cash‑like Treasuries) or flips to hedges: SQQQ/SOXS (3× short), UVXY (a volatility fund that jumps in panics). It decides using trends, RSI (a hot/cold score of recent moves), plus bond and US‑dollar cues.
A tech‑tilted, rules‑based strategy that rides 3× ETFs in uptrends, swiftly cuts risk in pullbacks, and uses hedges/volatility in panics. Decisions come from simple trend, momentum (RSI), bond and dollar signals. Rebalanced daily.
Out-of-sample edge: Sharpe 1.89 vs SPY 1.35, Calmar 4.71, and ~138% vs ~24% annualized. Hedge/volatility protections cap drawdowns; 3x tech exposure rides trends with disciplined risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38k | 2026-10-11 | |
| Backtest regulatory fees | $78 | 2026-10-11 | |
| Backtest slippage cost | $531 | 2026-10-11 |
| AI categories (Composer) | crash protection, daily rebalance, leveraged etfs, momentum, tactical allocation, tech/semis, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,804 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 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", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLL", "TSLS", "TYD", "TYO", "TZA", "UBT", "UCO", "UDN", "UGL", "UPRO", "URTY", "USD", "USDU", "UUP", "UVIX", "UVXY", "VGLT", "VIXM", "VIXY", "VTIP", "WEBL", "XLE", "YANG", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 118 | 2026-10-11 | |
| Watchers | 63 | 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) | 137.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 279.09% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 137.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 279.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 127.90% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 127.96% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 33.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 23.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.71 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.23% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 83.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 83.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
