Composer · investment strategy
by Composer Technologies · via Composer
A tactical “buy the dip, fade the rip” strategy. After big run-ups it moves into fear/volatility funds; after sharp selloffs it buys 2x–3x stock funds. If nothing’s extreme, it follows the S&P 500’s trend and toggles between Nasdaq long/short 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.
0.0% 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. : 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 23 funds in its are : LABU, PSQ, QLD, ROM, SH, SOXL, SQQQ, SSO, TECL, 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.
It’s a one-position, rules-based swing system. It first asks: are stocks/sectors “too hot” on a short-term 0–100 heat score (RSI)? If yes, it buys a volatility/fear fund that tends to rise when stocks fall. If they’re “too cold,” it buys 2x–3x bull funds in tech/semis/S&P/biotech. If nothing’s extreme, it checks the S&P 500’s 200-day trend and holds a 3x Nasdaq bull, an inverse Nasdaq fund, or long Treasuries. Uses high-risk ETFs.
A tactical “buy the dip, fade the rip” strategy. After big run-ups it moves into fear/volatility funds; after sharp selloffs it buys 2x–3x stock funds. If nothing’s extreme, it follows the S&P 500’s trend and toggles between Nasdaq long/short or Treasuries.
Out-of-sample annualized return ~60% vs SPY ~18%; Calmar ~1.11. A disciplined, single-position, rules-based strategy uses levered/tactical bets to ride big market moves, offering far greater growth potential than the S&P despite higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27.4B | 2026-10-11 | |
| Backtest regulatory fees | $46.1M | 2026-10-11 | |
| Backtest slippage cost | $444.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean-reversion, momentum, risk-on/off, sector rotation, tactical, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 72 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "LABU", "PSQ", "QLD", "QQQ", "ROM", "SH", "SOXL", "SOXX", "SPY", "SQQQ", "SSO", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,849 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 270.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 273536k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.26% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 184.14% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.04% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 53.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.12 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
