Composer · investment strategy
by Composer Technologies · via Composer
A fast‑switching, all‑in strategy that chases tech uptrends with TQQQ, falls back to Eli Lilly when markets look stressed, and briefly uses a volatility fund (UVXY) during extreme heat or whipsaws, guided by short‑term “heat” and bond/curve checks.
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.
1 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.
0.5% of weight in (IVV: 3.0%)
1 fund (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. : 98% · 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 ()
3 of 9 funds in its are : TMF, 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 Macro signals 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.
It switches 100% between: TQQQ (a 3× tech‑heavy Nasdaq fund), LLY (Eli Lilly, a big drugmaker), and briefly UVXY (a fund that jumps in panics).<br>Rules: use UVXY when tech gets extremely “hot” or after huge whipsaws; buy TQQQ after short dips or when Nasdaq is above its 25‑day trend; if tech or bonds look shaky (bond stress or yield‑curve warnings), hold LLY.
A fast‑switching, all‑in strategy that chases tech uptrends with TQQQ, falls back to Eli Lilly when markets look stressed, and briefly uses a volatility fund (UVXY) during extreme heat or whipsaws, guided by short‑term “heat” and bond/curve checks.
Dynamic tech-led strategy with a healthcare defense and rare volatility hedge. Out-of-sample: ~19.7% annualized vs SPY ~21.9%, but far larger drawdowns and lower risk-adjusted Sharpe. Diversification with tech upside for tolerant investors.
(a) Handle huge volatility; (b) Mean reversion with 10D RSI (c) Momentum with 25D MA; (d) BondSignal with bond > stock and inverted yield curve. BIL removed and replaced with LLY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.9B | 2026-10-11 | |
| Backtest regulatory fees | $24.7M | 2026-10-11 | |
| Backtest slippage cost | $238.7M | 2026-10-11 |
| AI categories (Composer) | bond/yield-curve signals, healthcare tilt, tactical allocation, tech-heavy, trend and mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 63 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "IEF", "LLY", "QQQ", "SPY", "TLT", "TMF", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 151.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 98520k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.74% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
