Composer · investment strategy
by Composer Technologies · via Composer
A tactical, trend‑aware strategy that rotates between leveraged tech exposure and defensive/short positions. It uses simple trend/heat signals to chase strength, fade extremes, and protect in selloffs. High risk from leveraged and volatility ETFs.
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.
0.1% 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. : 99% · 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 ()
11 of 21 funds in its are : PSQ, SCO, SOXL, SQQQ, SVXY, TECL, TMF, TQQQ, UDOW, UPRO, 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.
Trend first: if the S&P 500 is above its 200‑day average (uptrend), run a bull plan; otherwise a bear plan. Moving average = average price; RSI = 0–100 heat gauge (high=hot, low=cold).<br>Bull: hold leveraged tech/US stock funds (TQQQ/SOXL/TECL/UPRO/UDOW) plus short‑vol (SVXY). If too hot, briefly buy long‑vol (UVXY). Sometimes rotate to one strong defensive asset.<br>Bear: if very cold, try rebound trades; else cut risk or short the Nasdaq (PSQ/SQQQ). In deep/choppy drops, favor safer broad‑market/staples.
A tactical, trend‑aware strategy that rotates between leveraged tech exposure and defensive/short positions. It uses simple trend/heat signals to chase strength, fade extremes, and protect in selloffs. High risk from leveraged and volatility ETFs.
Out-of-sample: 59.7% annualized return vs SPY's 22.2%, with solid risk-adjusted metrics (Calmar ~1.12; Sharpe ~1.12). Regime-switching, leveraged tech tilt targets bigger upside, with hedges to damp pullbacks—though drawdowns can exceed SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $69.6B | 2026-10-11 | |
| Backtest regulatory fees | $100.9M | 2026-10-11 | |
| Backtest slippage cost | $974.4M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short nasdaq, momentum/trend, regime switching, risk-on/risk-off, tactical rotation, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 158 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "IWM", "PSQ", "QQQ", "SCO", "SMH", "SOXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXY", "VTI", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 766 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 191.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 695514k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.70% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 315.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 178.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 178.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.27% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
