Composer · investment strategy
by Composer Technologies · via Composer
Fast, tactical plan: ride chip/tech rallies (often via TQQQ), buy sharp dips, and switch to volatility hedges (UVXY) or steadier diversifiers (FTLS/KMLM/UUP) when markets look overheated or weak. Heavy tech/semis; very aggressive; expect big swings.
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.
4 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.
1.3% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
: 5.3% (KMLM 34% × 0.16), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 90% · 2026-10-11 ()
0.0% 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 ()
10 of 26 funds in its are : FAS, SOXL, SPXL, SQQQ, SVXY, TECL, TMF, TMV, 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.
Each day it checks a speedometer (RSI: 0=cold, 100=red‑hot) on key funds.<br>- Core: If chips (SMH: semiconductor makers) look stronger than a cautious stock fund (FTLS: long/short), it goes all‑in TQQQ (3x Nasdaq). If not, it prefers calmer diversifiers (FTLS/KMLM: managed‑futures/UUP: US‑dollar).<br>- If many areas look red‑hot, it buys UVXY (a volatility airbag).<br>- If things get very oversold, it buys TECL/SOXL/SPXL for rebounds.<br>- Extra rules juggle Treasuries (TMF/TMV) or short‑term bonds (BSV).
Fast, tactical plan: ride chip/tech rallies (often via TQQQ), buy sharp dips, and switch to volatility hedges (UVXY) or steadier diversifiers (FTLS/KMLM/UUP) when markets look overheated or weak. Heavy tech/semis; very aggressive; expect big swings.
Out-of-sample edge: ~58.6% annualized return vs ~17.8% for the S&P; Sharpe ~1.09 vs ~1.04; Calmar ~1.90 vs ~0.95. Aggressive tech leadership with volatility hedges seeks far higher upside with disciplined risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-11 | |
| Backtest regulatory fees | $4,231 | 2026-10-11 | |
| Backtest slippage cost | $34k | 2026-10-11 |
| AI categories (Composer) | daily, leveraged etfs, managed futures, momentum vs defensive, semiconductors focus, tactical rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 127 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.85 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "FAS", "FTLS", "KMLM", "QQQ", "QQQE", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TMF", "TMV", "TQQQ", "UUP", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,463 | 2026-10-11 | |
| Out-of-sample length | 426 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 138.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 58.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 118.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 71.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 71.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.43% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.27% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 74.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 67.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
