Composer · investment strategy
by Composer Technologies · via Composer
High‑octane, rules‑based plan: in uptrends it rides the strongest 3x U.S. stock/tech funds and keeps a ~33% short‑vol sleeve; if things get too hot it cools off in cash or volatility. In downtrends it buys deep dips or switches to hedges based on simple 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.
5 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.
0.2% of weight in (IVV: 3.0%)
2 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 ()
89.6% 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 ()
10 of 22 funds in its are : BULZ, PSQ, SOXL, SQQQ, SVXY, TECL, 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.
Step 1: Trend. If the S&P 500 is above its 200‑day average (uptrend), ~2/3 goes to the two strongest 3x stock/tech funds (TQQQ=3x Nasdaq, TECL=3x tech, UPRO, UDOW, BULZ) and ~1/3 to SVXY (benefits from calm markets); if that weakens, use DBMF/BTAL. If prices look overheated, it briefly parks in T‑bills (SHV) or a volatility hedge (UVXY). If not in an uptrend, it buys 3x dips only when oversold; otherwise it flips between bullish (TQQQ/SOXL) and bearish (SQQQ/PSQ) using short‑term trend and a bond “fear” check (TLT).
High‑octane, rules‑based plan: in uptrends it rides the strongest 3x U.S. stock/tech funds and keeps a ~33% short‑vol sleeve; if things get too hot it cools off in cash or volatility. In downtrends it buys deep dips or switches to hedges based on simple signals.
Targets far higher upside vs the S&P: out-of-sample annualized return ≈55% vs 20%, Sharpe ≈1.13, Calmar ≈1.09. Drawdowns can be larger (≈50% vs 19%), but the rules-based leverage and hedges aim to capture big uptrends with risk controls.
Added FNGU, BULZ and SOXL on 3/8/2023 | Added Bull Market Sort Function 03/21/2023 | Added XLP, UUP, SPLV to the 60d overbought section in bull market, added 33% holding of SVXY in bull market section of 3x ETFs. Idea came from the paper "Leverage For The Long Run" 07/21/2023
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $3,279 | 2026-10-11 | |
| Backtest slippage cost | $25k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum rotation, risk-on/risk-off, tactical allocation, trend following, u.s. equities (tech/semis tilt), volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 178 | 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[ "BTAL", "BULZ", "DBMF", "DIA", "PSQ", "QQQ", "SHV", "SMH", "SOXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TQQQ", "UDOW", "UPRO", "UVXY", "VIXM", "VTI", "XLK", "XLP" ] | 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) | 2.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 952 | 2026-10-11 | |
| Watchers | 257 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,270 | 2026-10-11 | |
| Out-of-sample length | 625 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 161.88% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 198.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 87.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 87.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.40% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.96% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.00% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
