Composer · investment strategy
by Composer Technologies · via Composer
Very aggressive, tech‑heavy timing. Buys 3x tech/market funds on dips, parks in bonds or inverse funds when trend sours, and sometimes uses a volatility fund (UVXY) at extremes. About 70% short‑term timing, 30% a TQQQ trend model.
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.
“Weak/unclear: park in bonds (BSV/BIL/TLT)”
“or flip to 3x bears (SQQQ/SOXS)”
“Overheated (RSI>~80): hedge with UVXY (volatility)”
“Big dips (RSI<~30): buy 3x bulls (TQQQ=Nasdaq, TECL=Tech, SOXL=Semis, SPXL=S&P500)”
“Big dips (RSI<~30): buy 3x bulls”
“SPY’s 200‑day line and SVXY guide offense/defense.”
“About 70% short‑term timing, 30% a TQQQ trend model.”
7 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.
0.7% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 94% · 2026-10-11 ()
48.3% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
11 of 20 funds in its are : FAS, SOXL, SOXS, SPXL, SQQQ, SVXY, TECL, TQQQ, UPRO, UVXY, UWM
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It’s an aggressive, rules-based switcher. It reads RSI (a price heat gauge: high=overbought, low=oversold), trend lines, and volatility. - Big dips (RSI<~30): buy 3x bulls (TQQQ=Nasdaq, TECL=Tech, SOXL=Semis, SPXL=S&P500). - Overheated (RSI>~80): hedge with UVXY (volatility). - Weak/unclear: park in bonds (BSV/BIL/TLT) or flip to 3x bears (SQQQ/SOXS). - SPY’s 200‑day line and SVXY guide offense/defense.
Very aggressive, tech‑heavy timing. Buys 3x tech/market funds on dips, parks in bonds or inverse funds when trend sours, and sometimes uses a volatility fund (UVXY) at extremes. About 70% short‑term timing, 30% a TQQQ trend model.
Out-of-sample edge: ~74% annualized return vs ~22% for the S&P, Calmar ~1.82, tech-heavy with hedges (bonds/UVXY). Higher upside and disciplined risk control, but expect deeper drawdowns (~41%) in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.2B | 2026-10-11 | |
| Backtest regulatory fees | $9.7M | 2026-10-11 | |
| Backtest slippage cost | $93.4M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/off, tactical allocation, tech-heavy, trend-following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 482 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "BTAL", "FAS", "IEF", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "SUB", "SVXY", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "UWM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 985 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 144.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 61920k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.44% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 782.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.86% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 80.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 80.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
