Composer · investment strategy
by Composer Technologies · via Composer
A rules-driven, tech‑tilted mix that mostly parks in T‑Bills and selectively buys 3× stock ETFs (S&P 500, Nasdaq, Tech, Semis) when trends are calm or deeply oversold, with extra filters to avoid chasing spikes and to sidestep high‑fear periods.
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.
“It’s a rule book that flips between cash-like T‑Bills (BIL) and 3× stock funds when odds look good.”
“When volatility is calm, trends are up, and stocks beat bonds, it buys UPRO/TQQQ/TECL.”
“On sharp selloffs, it scales in for rebounds.”
“After big pops or rising fear, it sits in BIL.”
6 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%)
5 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
32.6% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
8 of 29 funds in its are : ERX, FAS, SOXL, TECL, TMF, TMV, TQQQ, UPRO
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It’s a rule book that flips between cash-like T‑Bills (BIL) and 3× stock funds when odds look good.<br>- RSI is a 0–100 gauge of how fast prices rose/fell; high = overheated, low = washed out.<br>- Key funds: UPRO=3× S&P 500, TQQQ=3× Nasdaq‑100, TECL=3× Tech, SOXL=3× Semis, TMF=3× long Treasuries, TMV=3× short Treasuries, VIXY=fear gauge.<br>- When volatility is calm, trends are up, and stocks beat bonds, it buys UPRO/TQQQ/TECL. After big pops or rising fear, it sits in BIL. On sharp selloffs, it scales in for rebounds.
A rules-driven, tech‑tilted mix that mostly parks in T‑Bills and selectively buys 3× stock ETFs (S&P 500, Nasdaq, Tech, Semis) when trends are calm or deeply oversold, with extra filters to avoid chasing spikes and to sidestep high‑fear periods.
Out-of-sample edge: 26.8% annualized return vs SPY's 22.3%, via a rules-based tech tilt with calm-market leverage and cash hedges. 1099-friendly, no K-1 reporting.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.9M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $87k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, tactical, tech-heavy, trend + mean reversion, volatility filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,469 | 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) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SHY", "SOXL", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VWO", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 717 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 49k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.97% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.84% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
