Composer · investment strategy
by Composer Technologies · via Composer
Tech‑tilted. If SPY is weak, it buys sharp dips in big‑tech/semis with 3x ETFs; else toggles long/short Nasdaq via short‑term trend and a bonds‑vs‑bear gauge. If SPY is strong, ride TQQQ/SOXL unless overheated, then hedge with volatility or Treasuries.
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.
0.3% 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 17 funds in its are : FNGU, PSQ, SOXL, SQQQ, TECL, TMF, 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.
Step 1: Regime. Is SPY (S&P 500) below its 200‑day average? If yes, be cautious.<br>Step 2: Dip buys. When a 0–100 “hot/cold” meter (RSI) says big tech or semis are washed out, buy 3x bulls (TQQQ/TECL/SOXL/UPRO).<br>Step 3: If no dip, choose long QQQ or short (PSQ/SQQQ) using the 20‑day trend and a fear check: bonds (TLT) strong vs bear ETF (SQQQ) = risk‑on.<br>If SPY is above its 200‑day, hold TQQQ+SOXL unless overheated, then shift to volatility (UVXY/VIXY) or long bonds (TMF).
Tech‑tilted. If SPY is weak, it buys sharp dips in big‑tech/semis with 3x ETFs; else toggles long/short Nasdaq via short‑term trend and a bonds‑vs‑bear gauge. If SPY is strong, ride TQQQ/SOXL unless overheated, then hedge with volatility or Treasuries.
Out-of-sample edge: Sharpe ~1.15 vs ~1.02, annualized return ~87% vs ~17%, and alpha ~0.44. Tech/semis/dip-buy strength with hedges; higher upside than the S&P, but larger drawdowns (~60% vs 18%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $28k | 2026-10-11 | |
| Backtest regulatory fees | $19 | 2026-10-11 | |
| Backtest slippage cost | $140 | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, risk‑on/risk‑off, tactical allocation, tech/semis focus, trend + mean‑reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 151 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "FNGS", "FNGU", "PSQ", "QQQ", "SMH", "SOXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UVXY", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.15 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 212 | 2026-10-11 | |
| Watchers | 79 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 411 | 2026-10-11 | |
| Out-of-sample length | 411 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 87.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 178.91% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 87.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.21% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -7.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 180.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 180.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -9.00% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -60.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 85.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.96% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.96% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
