Composer · investment strategy
by Composer Technologies · via Composer
A tactical, high‑octane plan that rides tech and crypto uptrends (via TQQQ, SOXL, COIN, HUT, IREN) only when broader trend and “temperature” checks agree; otherwise it hides in T‑Bills (BIL). If several qualify, it favors the calmer ones using inverse‑volatility sizing.
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.
4 positions as of 2026-10-19
: 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%)
3 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. : 100% · 2026-10-19 ()
0.6% 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% · 2026-10-19 ()
3 of 14 funds in its are : SOXL, TQQQ, UPRO
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 flips between “risk on” and “risk off.”<br>Trend lines (moving averages) say if a market is rising; an RSI “hot/cold” meter avoids buying when moves are too extreme.<br>When tech/semis or Bitcoin trends are up—but not overheated—it buys TQQQ, SOXL, or crypto plays (COIN, HUT, IREN). Otherwise it parks in T‑Bills (BIL). It splits picks by inverse volatility.
A tactical, high‑octane plan that rides tech and crypto uptrends (via TQQQ, SOXL, COIN, HUT, IREN) only when broader trend and “temperature” checks agree; otherwise it hides in T‑Bills (BIL). If several qualify, it favors the calmer ones using inverse‑volatility sizing.
Out-of-sample edge: Sharpe 1.32 vs SPY ~1.04, drawdown 9.63% vs 18.76%, annualized return 16.70% with Calmar 1.73—delivering stronger risk-adjusted upside and better downside protection than the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34k | 2026-10-19 | |
| Backtest regulatory fees | $35 | 2026-10-19 | |
| Backtest slippage cost | $234 | 2026-10-19 |
| AI categories (Composer) | cash fallback, crypto & miners, leveraged tech, risk-on/risk-off, semiconductors, tactical allocation, trend + momentum | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 118 | 2026-10-19 | |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BITO", "COIN", "GBTC", "HUT", "IREN", "QQQ", "SHY", "SOXL", "SOXX", "SPY", "TQQQ", "UPRO", "WGMI" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 910 | 2026-10-19 | |
| Out-of-sample length | 499 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 39.74% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 235.23% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.70% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.36% | ||
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.42% | ||
| Return, trailing 1 week (out-of-sample) | -0.06% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.31% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 6.36% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.15% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.42% | ||
| SPY annualized return over the backtest window (backtest) | 20.94% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.98 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.73 | ||
| Maximum drawdown, backtest period (backtest) | -9.98% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.63% | ||
| Sharpe ratio, backtest period (backtest) | 2.33 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.32 | ||
| Sortino ratio, backtest period (backtest) | 4.77 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.83% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.34% |
| Annualized turnover, backtest period (backtest) | 15.03 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.19 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 75.82% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 72.34% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
