Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, tech‑led swing strategy. It rides uptrends with leveraged stock ETFs and a short‑vol sleeve, hedges when fear spikes, buys selective dips, and shifts to bonds, dollar, or defensive stocks during selloffs.
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, SOXL, SPXU, 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.
- First, check trend: is SPY above its 200‑day average? If yes = uptrend; if not = downtrend.<br>- Check “heat” (RSI = how overbought/oversold) and “fear” (VIX via UVXY/VIXY).<br>- Calm uptrends: ~67% in the strongest of TQQQ/SOXL/TECL/UPRO/UDOW (3x tech/US stock ETFs) and ~33% in SVXY (benefits when fear fades).<br>- If the market gets too hot, hedge with UVXY or SQQQ/SPXU.<br>- Weak/sideways: cut risk to PSQ or steadier SPY/QQQ/XLP; deep selloffs: rotate to TMF (long bonds), USDU (USD), VIXY.<br>- Sharp dips: buy TECL/SOXL/TQQQ only when very oversold.
A rules‑based, tech‑led swing strategy. It rides uptrends with leveraged stock ETFs and a short‑vol sleeve, hedges when fear spikes, buys selective dips, and shifts to bonds, dollar, or defensive stocks during selloffs.
Out-of-sample: ~55% annualized return vs SPY ~21%. Captures upside in uptrends with leveraged tech exposure, hedges spikes, and rotates to safety in risk-off. Higher upside with disciplined risk controls—drawdowns can occur in chop.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.7B | 2026-10-11 | |
| Backtest regulatory fees | $9.3M | 2026-10-11 | |
| Backtest slippage cost | $90.0M | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, momentum, risk management, swing trading, tactical allocation, tech growth, trend-following, vix, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,024 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 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", "PSQ", "QQQ", "SMH", "SOXL", "SPLV", "SPXU", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "USDU", "UVXY", "VIXM", "VIXY", "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) | 2.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,205 | 2026-10-11 | |
| Out-of-sample length | 782 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 183.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 57449k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 294.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.25% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 179.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 179.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
