Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily strategy that rides 3x tech/stock uptrends (mainly TQQQ), shifts to cash/bonds/dollar when risk rises, and uses fear funds (UVXY/VIXM) or small hedges (SQQQ) at extremes to capture mean‑reversion.
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.
10 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.
10.1% of weight in (IVV: 3.0%)
6 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. : 96% · 2026-10-11 ()
82.6% 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 ()
16 of 41 funds in its are : ERX, FAS, SOXL, SPXL, SQQQ, SVXY, TBX, TECL, TECS, TMF, TMV, TQQQ, UDOW, UGL, 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.
Core idea: ride big uptrends in tech‑heavy stocks, but step aside when things look shaky or overheated.<br>- In calm uptrends (prices above short‑term trend, no sharp drops), it holds “turbo” stock funds like TQQQ (and sometimes SPXL, UPRO, TECL, SOXL).<br>- If markets get too hot or whipsaw, it parks in T‑Bills (BIL), long bonds (TMF) or a strong‑USD fund (UUP).<br>- In panics or one‑day spikes, it briefly uses “fear” funds (UVXY/VIXM) or a small hedge (SQQQ) to play snap‑backs.<br>- Bond trends act as a traffic light.
A rules‑based, daily strategy that rides 3x tech/stock uptrends (mainly TQQQ), shifts to cash/bonds/dollar when risk rises, and uses fear funds (UVXY/VIXM) or small hedges (SQQQ) at extremes to capture mean‑reversion.
Out-of-sample, this strategy aims for ~43.8% annualized return vs ~22% for the S&P, with Calmar ~1.54 - strong upside with downside control. It uses adaptive hedges and trend-following to ride tech rallies and protect capital.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.0B | 2026-10-11 | |
| Backtest regulatory fees | $8.0M | 2026-10-11 | |
| Backtest slippage cost | $76.9M | 2026-10-11 |
| AI categories (Composer) | bond/dollar timing, leveraged etfs, mean reversion, risk-managed growth, tactical trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,326 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "DGRO", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SCHD", "SHV", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TBX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UGL", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY" ] | 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) | 1.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 26 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,100 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 178.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 29771k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.78% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 245.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.07% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.03% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.28 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.67% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
