Composer · investment strategy
by Composer Technologies · via Composer
A tactical switcher that rides tech uptrends, hedges when they get too hot, and in downtrends flips among bearish Nasdaq, short‑term bonds, or a trend‑following managed‑futures fund—while also buying sharp tech/semis dips.
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.
1 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.
0.5% of weight in (IVV: 3.0%)
1 fund (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. : 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 ()
6 of 9 funds in its are : PSQ, SOXL, SQQQ, TECL, TQQQ, 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 first asks if a fast‑growing tech fund (tracks the Nasdaq, 3x daily) is above its 200‑day average. If yes: ride that fund unless it’s red‑hot (then use a volatility‑spike fund) or stocks lag a managed‑futures fund (then use a –1x Nasdaq fund). If no: buy sharp dips in 3x tech/semis; if price keeps sliding, hold whichever is stronger: a –3x Nasdaq fund or short‑term bonds. If momentum improves, go back to tech or to managed futures.
A tactical switcher that rides tech uptrends, hedges when they get too hot, and in downtrends flips among bearish Nasdaq, short‑term bonds, or a trend‑following managed‑futures fund—while also buying sharp tech/semis dips.
Out-of-sample edge: ~28.8% annualized returns vs SPY ~17.9%, via diversified trend-following, managed futures, and volatility hedges. Higher drawdowns (~45% vs ~19%) mean it’s best for risk-tolerant investors seeking bigger upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $94k | 2026-10-11 |
| AI categories (Composer) | contrarian, inverse etfs, leveraged etfs, managed futures, momentum, tactical trading, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "KMLM", "PSQ", "SOXL", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 513 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 177.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 67.64% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -21.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -21.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.71% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.97% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.98% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
