Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven switcher: owns TQQQ in uptrends, flips to SOXL/SOXS to play sharp semiconductor swings, or defends with 60% BTAL + 40% SQQQ when risk spikes. After strong S&P rallies, it parks in the strongest YieldMax single‑stock income ETF. Uses simple “heat,” trend, and drawdown checks.
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.
1 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.
0.5% of weight in (IVV: 3.0%)
1 fund (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 ()
6 of 17 funds in its are : SH, SOXL, SOXS, SQQQ, TMF, TQQQ
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 checks simple “heat” (RSI), trend (moving averages), and risk (drawdowns/volatility). If the S&P hasn’t surged, it runs a tactical playbook: ride uptrends with TQQQ (3x Nasdaq), trade semis after big swings (SOXL or SOXS), or go defensive (60% BTAL + 40% SQQQ). If the S&P has been strong, it instead holds one YieldMax income ETF (linked to AAPL/MSFT/NVDA/TSLA/XOM) with the best recent strength. RSI = 0–100 heat of recent up vs down days.
A daily, rules‑driven switcher: owns TQQQ in uptrends, flips to SOXL/SOXS to play sharp semiconductor swings, or defends with 60% BTAL + 40% SQQQ when risk spikes. After strong S&P rallies, it parks in the strongest YieldMax single‑stock income ETF. Uses simple “heat,” trend, and drawdown checks.
Daily, rules-based levered-tech/semis strategy with outsized out-of-sample gains (~56%/yr vs SPY ~22%), Calmar ~1.37, and adaptive regimes (leverage, hedges, YieldMax income). Growth potential with defined risk, though drawdowns can be higher.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $37k | 2026-10-11 | |
| Backtest regulatory fees | $161 | 2026-10-11 | |
| Backtest slippage cost | $949 | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, mean reversion, nasdaq-100, option income, semiconductors, tactical, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 87 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "APLY", "BND", "BTAL", "IEF", "MSFO", "NVDY", "QQQ", "SH", "SOXL", "SOXS", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "TSLY", "XOMO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 739 | 2026-10-11 | |
| Out-of-sample length | 717 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.10% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 269.80% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 257.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 15.16% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 42.44% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 25.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.18% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 75.70 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 76.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.09% | 2026-10-11 |
Collective2
Composer Technologies · Composer
