Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy. In big tech-led dips it either fades a sharp bounce with inverse ETFs or buys the worst-hit 3x bull funds. Otherwise it uses quick bond-vs-stock checks to buy dips in high-octane funds or shift to a defensive/hedged mix.
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.
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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 74% · 2026-10-11 ()
65.8% 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 ()
15 of 24 funds in its are : CURE, EDC, PSQ, SH, SOXL, SOXS, SQQQ, TECL, TMF, TMV, TQQQ, TYD, UDOW, UPRO, URTY
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.
Step 1: Watch TQQQ (a fast-moving tech fund). If it fell hard over 6 days, either short after a big 1‑day bounce, or buy the 3 most beaten‑down “3x” bull funds (tech, semis, S&P, Dow).<br>Step 2: Otherwise, run 2 quick checks: are bonds or stocks stronger lately? If bonds look stronger (fear), buy short‑term laggards from a high‑octane list. If stocks look stronger, rotate into a calmer, defensive/hedged mix (tech/health/utilities/staples, Treasuries, or 1x shorts).
A fast, tactical strategy. In big tech-led dips it either fades a sharp bounce with inverse ETFs or buys the worst-hit 3x bull funds. Otherwise it uses quick bond-vs-stock checks to buy dips in high-octane funds or shift to a defensive/hedged mix.
Out-of-sample Sharpe ~1.49 vs S&P ~1.27; Calmar ~2.40. A crash-aware, tactical system that uses rapid rotations to capture upside while delivering superior risk-adjusted returns versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.1B | 2026-10-11 | |
| Backtest regulatory fees | $7.1M | 2026-10-11 | |
| Backtest slippage cost | $68.1M | 2026-10-11 |
| AI categories (Composer) | hedging/shorting, leveraged etfs, market timing, momentum and mean reversion, risk-on/risk-off, sector rotation, tactical asset allocation, volatility-based selection | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 84 | 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) | 0.38 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "CURE", "EDC", "IEF", "PSQ", "QQQ", "SCHZ", "SH", "SOXL", "SOXS", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "UDOW", "UPRO", "URTY", "XLK", "XLP", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 96 | 2026-10-11 | |
| Watchers | 53 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,822 | 2026-10-11 | |
| Out-of-sample length | 810 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 130.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 30796k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 105.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 919.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 145.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 145.06% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 37.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.50% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.19 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 87.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 86.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.26% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.42% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
