Composer · investment strategy
by Composer Technologies · via Composer
Tech‑heavy, rules-based strategy using leveraged ETFs. It rides strong uptrends (TQQQ/TECL/SOXL) and shifts to cash/bonds or inverse funds on volatility or weakness, guided by a heat meter (RSI), trend, and VIX signals.
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 2026-10-11
: 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.
0.6% 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. : 95% · 2026-10-11 ()
66.0% 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 ()
9 of 20 funds in its are : FAS, SOXL, SOXS, SPXL, SQQQ, SVXY, 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.
Core: TQQQ (3x Nasdaq). Also TECL (3x tech), SOXL (3x semis), SPXL (3x S&P); defense: SQQQ/SOXS (inverse), VXX/UVXY (volatility), BIL/BSV/SHY/TLT (cash/bonds).<br>This ruleset rides uptrends when calm, steps aside when prices look too hot/cold (via a simple heat meter, RSI), and uses volatility and a 200‑day trend on SPY to switch between offense and defense.
Tech‑heavy, rules-based strategy using leveraged ETFs. It rides strong uptrends (TQQQ/TECL/SOXL) and shifts to cash/bonds or inverse funds on volatility or weakness, guided by a heat meter (RSI), trend, and VIX signals.
Out-of-sample, this tech-led, levered strategy boosts risk-adjusted returns vs the S&P: annualized return ~99%, Sharpe ~1.49, Calmar ~2.04, with alpha ~0.40, powered by tech uptrends and selective hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $451.5M | 2026-10-11 | |
| Backtest regulatory fees | $609k | 2026-10-11 | |
| Backtest slippage cost | $5.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, nasdaq/tech momentum, risk-on/risk-off, semiconductors, tactical trend, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 300 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "FAS", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TQQQ", "UUP", "UVXY", "VOX", "VTV", "VXX", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 560 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 242.48% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4515k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 99.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 364.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.32% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 87.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 87.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.81% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
