Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical, tech‑led strategy: ride strong uptrends with 3x tech; hedge or go defensive after euphoric “pops,” during fear spikes, or when drawdowns rise; buy sharp selloff rebounds; otherwise stay in cash‑like T‑Bills. Very aggressive.
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. : 98% · 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 ()
11 of 27 funds in its are : ERX, FAS, SOXL, SOXS, TECL, TECS, TMF, TMV, TQQQ, UGL, 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.
Each day it gauges mood using a “fear” ETF (VIXY/UVXY = VIX futures). If fear rises or the market has a big 1‑day surge (“pop”), it hedges with volatility (UVXY) or inverse tech (TECS/SOXS). If fear fades and trend is up (QQQ above its 25‑day average), it rides tech with 3x ETFs (TECL/SOXL). After big drops, it buys rebounds (TECL or TMF). If drawdowns grow or bonds beat stocks, it parks in T‑Bills (BIL) or goes defensive (BTAL). RSI = hot/cold meter; moving average = trend line; drawdown = peak‑to‑trough fall.
A daily, tactical, tech‑led strategy: ride strong uptrends with 3x tech; hedge or go defensive after euphoric “pops,” during fear spikes, or when drawdowns rise; buy sharp selloff rebounds; otherwise stay in cash‑like T‑Bills. Very aggressive.
Out-of-sample: ~28.8% annualized return vs SPY ~19.3%, driven by tech momentum and risk controls. Higher upside, but bigger drawdowns (~43.7% vs ~18.8%) and lower risk-adjusted Sharpe (~0.73 vs SPY ~1.20).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $46.0B | 2026-10-11 | |
| Backtest regulatory fees | $178.6M | 2026-10-11 | |
| Backtest slippage cost | $1.7B | 2026-10-11 |
| AI categories (Composer) | daily tactical, leveraged etfs, momentum + mean reversion, risk-on/risk-off, tech/semis tilt, volatility-aware | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,043 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SOXL", "SOXS", "SPY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UVXY", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 644 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 188.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 459990k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.58% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 73.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 83.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.26% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
