Composer · investment strategy
by Composer Technologies · via Composer
Rules-based switch between aggressive tech bets (TQQQ, SOXL) and defense (mostly BIL cash plus SQQQ/SOXS hedges). Buys dips, fades overheated moves, and uses bond signals as warnings. Focused on Nasdaq/semis with 3x ETFs—high risk.
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 ()
5 of 11 funds in its are : SOXL, SOXS, SQQQ, TMF, TQQQ
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 switches among a few ETFs. In calm uptrends it holds TQQQ (3x Nasdaq). After fast drops it buys SOXL (3x semiconductor stocks like Nvidia/AMD) for rebounds. When markets overheat or spike, it briefly uses SOXS/SQQQ (3x inverse) to hedge. If stress appears (big losses or bond warnings), it parks in BIL (T‑Bills) plus some SQQQ. Signals are simple “hot/cold” gauges and short‑term trend checks.
Rules-based switch between aggressive tech bets (TQQQ, SOXL) and defense (mostly BIL cash plus SQQQ/SOXS hedges). Buys dips, fades overheated moves, and uses bond signals as warnings. Focused on Nasdaq/semis with 3x ETFs—high risk.
Out-of-sample, this strategy targets ~32% annual return vs ~20% for the S&P, offering higher upside with a disciplined risk plan. Note drawdowns are larger (~49% vs ~19%), so best for volatility-tolerant growth seekers.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $870.0M | 2026-10-11 | |
| Backtest regulatory fees | $2.5M | 2026-10-11 | |
| Backtest slippage cost | $24.0M | 2026-10-11 |
| AI categories (Composer) | defensive hedging, leveraged etfs, mean reversion, tactical allocation, tech/semiconductors, trend-following, volatility management | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 90 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.77 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SOXL", "SOXS", "SPY", "SQQQ", "TLT", "TMF", "TQQQ" ] | 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) | 1.61 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,166 | 2026-10-11 | |
| Out-of-sample length | 800 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 98.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8700k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.80% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -9.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -9.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.83% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.22% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -89.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.50% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
