Composer · investment strategy
by Composer Technologies · via Composer
A tactical, contrarian strategy focused on tech/semis/Nasdaq. It shorts after fast, jumpy run‑ups using 3× inverse ETFs, otherwise rides 3× longs. If the broader market looks overheated, it adds a volatility‑spike hedge (UVXY) and may park in T‑bills when unsure.
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.
3 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.
0.2% of weight in (IVV: 3.0%)
3 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. : 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 ()
7 of 16 funds in its are : SOXL, SOXS, SQQQ, TECL, TECS, TQQQ, 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 splits money across three tech‑heavy slices: Nasdaq‑100 (TQQQ/SQQQ), Semiconductors (SOXL/SOXS), and Technology (TECL/TECS). If prices have run up fast and daily swings are big, it briefly flips to the 3× inverse funds; if not, it rides the 3× longs. In short, overheated bursts it may park in T‑bills (BIL). Separately, if SPY/QQQ or sectors like Communications, Staples, or Financials look overheated (high RSI), it buys UVXY, a fund that jumps when fear spikes.
A tactical, contrarian strategy focused on tech/semis/Nasdaq. It shorts after fast, jumpy run‑ups using 3× inverse ETFs, otherwise rides 3× longs. If the broader market looks overheated, it adds a volatility‑spike hedge (UVXY) and may park in T‑bills when unsure.
Out-of-sample, this tech/semis contrarian strategy targets higher upside: ~28.9% annualized return vs SPY ~22.1%. Risk-adjusted Sharpe = 0.70 vs SPY 1.31; max drawdowns can be larger (~61% vs ~19%), but hedges help manage spikes.
IFF 8/3/24: Added standard deviation checks.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $56.2B | 2026-10-11 | |
| Backtest regulatory fees | $188.9M | 2026-10-11 | |
| Backtest slippage cost | $1.8B | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, market timing, mean reversion, sector rotation, tactical allocation, trend/overbought filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 114 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IYW", "QQQ", "SOXL", "SOXS", "SOXX", "SPY", "SQQQ", "TECL", "TECS", "TQQQ", "UVXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.62 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 547 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 182.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 562271k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.88% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.88% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -4.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -4.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 51.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -61.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -61.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.12 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 70.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.96 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
