Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy strategy that flips between 3x Nasdaq (TQQQ), 3x semis (SOXL), volatility hedges (VXX/UVXY), and cash‑like T‑bills (BIL) using simple signals (overbought/oversold, trend, recent drops). Rebalanced daily. Very risky; big swings.
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.
2 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 ()
4 of 11 funds in its are : SOXL, 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.
It rotates daily among: TQQQ (3x Nasdaq‑100), SOXL (3x semis), VXX/UVXY (volatility), or BIL (T‑bills). It checks RSI (0–100 score of recent gains vs losses: high=overheated, low=oversold), the 25‑day average price (trend), recent drops (drawdown), and volatility. Overheated? Hold VXX. Crashy week? Either UVXY or an oversold bounce via SOXL; else sit in BIL. Normal times: uptrend ⇒ TQQQ; rising risk ⇒ BIL.
Aggressive, tech‑heavy strategy that flips between 3x Nasdaq (TQQQ), 3x semis (SOXL), volatility hedges (VXX/UVXY), and cash‑like T‑bills (BIL) using simple signals (overbought/oversold, trend, recent drops). Rebalanced daily. Very risky; big swings.
Out-of-sample: ~65% annualized return vs SPY ~23%, max drawdown ~44% vs ~19%, Calmar ~1.47, oos Sharpe ~1.12. Aggressive tech rotation with volatility hedges aims for big upside while managing risk via hedges and cash.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $413.4M | 2026-10-11 | |
| Backtest regulatory fees | $717k | 2026-10-11 | |
| Backtest slippage cost | $6.9M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged tech rotation, mean reversion, risk management, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 65 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "BIL", "BND", "IEF", "QQQ", "SOXL", "SPY", "TLT", "TMF", "TQQQ", "UVXY", "VXX" ] | 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) | 2.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 861 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 239.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4134k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 453.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 80.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 80.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 47.71% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 64.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
