Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based swing strategy in 3x tech/semis/S&P/Treasury ETFs. In good times it piles into the fastest winners; in stress it flips to inverse ETFs. Very high risk with frequent trades and 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.
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 2026-07-31)
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 ()
8 of 8 funds in its are : SOXL, SOXS, SPXL, SPXS, SQQQ, TMF, TMV, 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 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 trades a small set of 3x funds daily. Bulls: SOXL=semiconductors, TQQQ=Nasdaq‑100, SPXL=S&P 500, TMF=long Treasuries. Inverses: SOXS/SQQQ/SPXS/TMV. It reads the market’s mood with simple rules: volatility (how bumpy), RSI (0–100 momentum), recent return, and drawdown (worst drop). Calm/uptrend: own the 2–3 best recent gainers. Turbulent/down: rotate into inverse ETFs or TMV/TMF. Equal‑weight; frequent switches; very high risk.
Daily, rules‑based swing strategy in 3x tech/semis/S&P/Treasury ETFs. In good times it piles into the fastest winners; in stress it flips to inverse ETFs. Very high risk with frequent trades and big swings.
Out-of-sample upside: ~84% annualized return vs S&P ~23%, with lower beta (~0.77) and Calmar ~0.95. Regime-switching between 3x bulls and hedges targets alpha in up or down markets, not just the S&P.
OOS Mar 1 2023
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.7B | 2026-10-11 | |
| Backtest regulatory fees | $23.5M | 2026-10-11 | |
| Backtest slippage cost | $227.0M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, long/short, momentum, sector rotation, tactical allocation, trend following, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 90 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.91 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SOXL", "SOXS", "SPXL", "SPXS", "SQQQ", "TMF", "TMV", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 |
| Remixes (copies) | 2,263 | 2026-10-11 | |
| Watchers | 431 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,922 | 2026-10-11 | |
| Out-of-sample length | 897 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 140.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 86935k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 84.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 779.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.78% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 17.39% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 18.45% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 17.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -9.77% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -88.77% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -88.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 85.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 100.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
