Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, three‑sleeve switcher that trades 3× tech/semiconductor bulls and bears (plus UVXY) using “too hot/too cold” signals and a long‑term trend filter. Equal‑weight sleeves. Aims to ride trends and catch pullbacks. Very high risk.
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.
0.4% of weight in (IVV: 3.0%)
2 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 ()
9 of 18 funds in its are : SOXL, SOXS, SPXL, SQQQ, TECL, TECS, TQQQ, UPRO, 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.
Your money is split into 3 equal sleeves and switched using simple signals.<br>Key ideas: RSI (a 0–100 “too hot/too cold” gauge: ~80=overbought, ~30=oversold) and a 200‑day trendline for SPY (uptrend vs downtrend).<br>1) Nasdaq sleeve: chooses TQQQ (3× Nasdaq‑100 big tech), SQQQ (its inverse), or UVXY (volatility spikes) based on those gauges.<br>2) Semis sleeve: flips SOXL/SOXS similarly.<br>3) Tech sleeve: flips TECL/TECS similarly. If growth breaks, it can park in TLT (long US Treasuries). Very high risk.
Aggressive, three‑sleeve switcher that trades 3× tech/semiconductor bulls and bears (plus UVXY) using “too hot/too cold” signals and a long‑term trend filter. Equal‑weight sleeves. Aims to ride trends and catch pullbacks. Very high risk.
Seek higher upside: OOS annualized return ~29% vs S&P ~18%, driven by dynamic tech/semis sleeves and volatility hedges. Note: larger drawdowns/volatility mean higher risk: bold, trend-following, long-horizon strategy.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $402.0B | 2026-10-11 | |
| Backtest regulatory fees | $1.6B | 2026-10-11 | |
| Backtest slippage cost | $6.9B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum/rsi, sector rotation, tactical long/short, tech/semiconductors, trend filter (200-day ma), volatility hedge (uvxy) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 537 | 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) | 0.57 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IYW", "QQQ", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TQQQ", "UPRO", "UVXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 570 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 221.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4020394k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.93% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -36.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -36.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.78% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -67.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -67.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
