Composer · investment strategy
by Composer Technologies · via Composer
Aggressive rules-based plan: ride 3× tech/semis in uptrends, buy big dips, and shift to hedges (volatility, dollar, short-term bonds) or inverse ETFs when fear or overheating shows up. Uses semiconductor momentum as a market “thermometer.” 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.
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.
96.4% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
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 ()
12 of 20 funds in its are : DRN, ERX, LABU, SOXL, SOXS, SPXL, SQQQ, TECL, TQQQ, UPRO, UTSL, 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.
Daily, it first asks: is the market in an uptrend (S&P 500 above its 200‑day average)? If yes, it mainly rides 3× tech/semis (TQQQ=3× Nasdaq‑100, SOXL=3× semis), buying sharp dips and easing into hedges when fear or overheating appears (UVXY=volatility, UUP=dollar, BSV/SHY=bonds). If no, it goes defensive and may briefly use inverse ETFs (SQQQ/SOXS) on extreme moves.
Aggressive rules-based plan: ride 3× tech/semis in uptrends, buy big dips, and shift to hedges (volatility, dollar, short-term bonds) or inverse ETFs when fear or overheating shows up. Uses semiconductor momentum as a market “thermometer.” Rebalanced daily.
Out-of-sample, this strategy seeks higher upside (≈23.2% vs 21.6% for the S&P) by riding leveraged tech/semis and using hedges. Expect more volatility and larger drawdowns, but potential for stronger long-run growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.8B | 2026-10-11 | |
| Backtest regulatory fees | $52.8M | 2026-10-11 | |
| Backtest slippage cost | $507.6M | 2026-10-11 |
| AI categories (Composer) | bonds/dollar safe-haven, buy-the-dip, leveraged tech/semis, tactical inverse etfs, trend-following, volatility-regime hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 414 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.91 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DRN", "ERX", "LABU", "QQQ", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UPRO", "UTSL", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,365 | 2026-10-11 | |
| Out-of-sample length | 990 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 350.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 137734k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 126.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 73.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 87.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 92.35 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.42% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
