Composer · investment strategy
by Composer Technologies · via Composer
Three-sleeve, rules-based system. Buys tech/semis on dips, shorts or hedges after sharp pops, and harvests calm via SVXY unless fear rises—using RSI, volatility, and bond-trend filters. Very high risk (uses 3× and VIX ETFs); often parks in cash.
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.
3 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 ()
66.5% 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 25 funds in its are : FAS, SOXL, SOXS, SPXL, SQQQ, SVXY, TECL, 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 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.
Your money is split into 3 rule sets:<br>1) “TQQQ‑or‑not”: buys 3× Nasdaq (TQQQ) after pullbacks, parks in T‑Bills (BIL) or hedges with UVXY after big spikes; bond trends (TLT/IEF/BND) act as brakes.<br>2) “Pop”: contrarian swings in QQQ/semis (SOXL/SOXS) using RSI—an overbought/oversold score from 0–100.<br>3) “SVXY 4TLT”: holds SVXY (short fear) in calm markets; flips to UVXY (long fear) or buys oversold 3× stock ETFs when risks flash.
Three-sleeve, rules-based system. Buys tech/semis on dips, shorts or hedges after sharp pops, and harvests calm via SVXY unless fear rises—using RSI, volatility, and bond-trend filters. Very high risk (uses 3× and VIX ETFs); often parks in cash.
Out-of-sample edge: ~70.8% annualized return vs ~21.8% for S&P; Sharpe ~1.51 vs ~1.41; Calmar ~1.91. A disciplined 3-sleeve, rules-based strategy (tech dips, contrarian pops, volatility carry) with risk gates—higher crisis drawdown, bigger upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.4B | 2026-10-11 | |
| Backtest regulatory fees | $16.2M | 2026-10-11 | |
| Backtest slippage cost | $156.1M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, risk-on/risk-off, semiconductors, tactical allocation, tech-heavy, trend filter, volatility etfs | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 344 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.49 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "FAS", "IEF", "QQQ", "QQQE", "SMH", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 76 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 866 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 160.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 104224k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 530.16% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.79% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.75 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
