Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy. In crashes it may short or buy volatility; otherwise it runs many quick “safer vs risk” checks and either buys short‑term dips in leveraged funds or rotates into a sector/defensive mix. Extremely high risk.
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.
5 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.
0.6% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-11 ()
6.8% 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 ()
16 of 28 funds in its are : CURE, EDC, ERX, PSQ, SH, SOXL, SQQQ, TECL, TMF, TMV, TQQQ, TYD, UDOW, UPRO, URTY, 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.
1) Big drop check: If a tech‑heavy fund (TQQQ, 3x Nasdaq) fell >11% in 6 days:<br>- If a huge up day just happened (>5.5%), pick 1 from: SQQQ (3x short Nasdaq), UVXY (volatility), or TMV (3x short long Treasuries) with best recent pop.<br>- Else, buy the 3 most beaten‑down 3x equity funds (e.g., TQQQ, SOXL, TECL, UDOW, UPRO).<br>2) Otherwise, run many small tests comparing “safer” funds (bonds, dollar, hedges) vs “risk” funds (stocks, energy, small‑caps). If safer looks stronger, buy short‑term laggards from a basket of leveraged funds; if not, rotate into a sector mix (tech, healthcare, utilities, staples, or a simple short S&P hedge).
A fast, tactical strategy. In crashes it may short or buy volatility; otherwise it runs many quick “safer vs risk” checks and either buys short‑term dips in leveraged funds or rotates into a sector/defensive mix. Extremely high risk.
Out-of-sample, this strategy targets ~73% annualized return vs ~21% for the S&P, with positive alpha and solid risk-adjusted metrics (Calmar ~1.67; Sharpe ~1.34). Expect higher drawdowns (~43%) and volatility, but potential for outsized upside in turbulence.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $948.2M | 2026-10-11 | |
| Backtest regulatory fees | $2.2M | 2026-10-11 | |
| Backtest slippage cost | $21.4M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, tactical multi-asset, volatility/hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 336 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "BTAL", "CURE", "EDC", "ERX", "IEF", "PSQ", "QQQ", "SCHZ", "SH", "SOXL", "SPY", "SQQQ", "TECL", "TMF", "TMV", "TQQQ", "TYD", "UDOW", "UPRO", "URTY", "UUP", "UVXY", "XLK", "XLP", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 53 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 835 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 115.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9482k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 72.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 515.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.46% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.85% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 138.44% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 138.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 30.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.19 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.30% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 81.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 77.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.48% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
