Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy: ride tech‑led uptrends with 3x funds, hedge overheated spikes with UVXY, buy sharp dips in tech/semis, and park in T‑Bills or rotate to bonds/gold/energy when risk rises—guided by simple “heat,” trend, and volatility checks.
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.
0.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · not identified: DIA 9%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 89% · 2026-10-11 ()
91.4% 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 ()
13 of 30 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TECL, TECS, TMF, TMV, TQQQ, UDOW, 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.
It splits the portfolio into a trend core and a fast “pops” overlay.<br>- Trend: when short‑term price is above longer‑term, it rides uptrends with 3x bulls (SPXL/TQQQ/UDOW). If not, it holds the un‑levered index or T‑Bills (BIL).<br>- Pops: watches “heat” (RSI = 0–100 gauge of recent gains/losses). Very hot → hedge with UVXY (fear ETF). Very cold after a drop → buy dips in tech/semis (TECL/SOXL). It also uses volatility (VIXY), Tech vs Staples (XLK vs XLP) and bond cues (TMF/TMV, BND vs SPY) to decide when to sit in T‑Bills or briefly hold gold (UGL) or energy (ERX).<br>Key ETFs: TECL=3x Tech, SOXL=3x Semis, SPXL=3x S&P, TQQQ=3x Nasdaq, UVXY=spikes on fear, SVXY=benefits when fear fades, BIL=T‑Bills, TMF/TMV=long/short long Treasuries, UGL=gold.
A fast, tactical strategy: ride tech‑led uptrends with 3x funds, hedge overheated spikes with UVXY, buy sharp dips in tech/semis, and park in T‑Bills or rotate to bonds/gold/energy when risk rises—guided by simple “heat,” trend, and volatility checks.
Out-of-sample edge: ~50% annualized return vs SPY's ~26%, with solid risk control (Calmar ~1.92). Targets tech/semis upside via hedges, offering big upside while gating risk - and note drawdowns can be larger than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $99.9B | 2026-10-11 | |
| Backtest regulatory fees | $216.0M | 2026-10-11 | |
| Backtest slippage cost | $2.1B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, risk-on/off, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,199 | 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) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DIA", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UGL", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.51 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 361 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 204.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 998671k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.78% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.26% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.77 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
