Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane swing strategy for tech/semis/high‑beta: buy dips, fade rips. It times entries with a Nasdaq gauge (TQQQ) and confirms with bond signals, rotating among 3x bull/bear ETFs and UVXY. Extremely high risk and short‑term focused.
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.
3 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%)
2 funds (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 ()
17 of 32 funds in its are : ERX, HIBL, HIBS, QID, SOXL, SOXS, SQQQ, TBF, TECL, TECS, TMF, TQQQ, TYD, TYO, UGL, USD, 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.
It swings between 3x tech/semis/high‑beta funds (TECL, SOXL, HIBL) and their 3x bear twins (TECS, SOXS, HIBS), plus UVXY (volatility). It “buys dips” and “fades rips” using TQQQ as a fast Nasdaq gauge: low score = oversold, high = overbought. Big one‑day jumps are faded; big drops are bought. It double‑checks risk with bonds (Treasuries vs corporates, short vs long rates). These are daily‑reset 3x funds—very volatile.
A high‑octane swing strategy for tech/semis/high‑beta: buy dips, fade rips. It times entries with a Nasdaq gauge (TQQQ) and confirms with bond signals, rotating among 3x bull/bear ETFs and UVXY. Extremely high risk and short‑term focused.
Out-of-sample annualized return ~22.6% with negative beta (-0.21) and Sharpe ~0.64, offering diversification and upside beyond the S&P. Note: extreme drawdowns possible in stressed markets (up to ~89%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8B | 2026-10-11 | |
| Backtest regulatory fees | $17.1M | 2026-10-11 | |
| Backtest slippage cost | $165.4M | 2026-10-11 |
| AI categories (Composer) | bond risk filter, high risk, leveraged etfs, mean-reversion + trend, tactical, tech & semis, volatility (uvxy) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 397 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.78 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "EDV", "ERX", "HIBL", "HIBS", "IEI", "LQD", "QID", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPY", "SQQQ", "STIP", "TBF", "TECL", "TECS", "TLH", "TMF", "TQQQ", "TYD", "TYO", "UGL", "USD", "UUP", "UVXY", "VIXY", "VTIP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 |
| Remixes (copies) | 319 | 2026-10-11 | |
| Watchers | 90 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,725 | 2026-10-11 | |
| Out-of-sample length | 927 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 487.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18399k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 111.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -45.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -45.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 102.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -89.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -89.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 90.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 81.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 124.10 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 115.01 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 47.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
