Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based plan that rides tech‑heavy uptrends with 3x ETFs, buys dips, and quickly shifts to cash, inverse funds, or VIX when markets overheat or weaken. About 70% is tactical; 30% follows a long‑term Nasdaq trend filter.
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.
7 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.
0.7% 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. : 94% · 2026-10-11 ()
48.3% 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 ()
11 of 21 funds in its are : FAS, SOXL, SOXS, SPXL, SQQQ, SVXY, TECL, TQQQ, UPRO, UVXY, UWM
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 splits money 70/30. 70% flips among: TQQQ/TECL/SOXL/SPXL (3x bulls), SQQQ/SOXS (3x shorts), UVXY (fear/VIX), and BSV/SHY/BIL/TLT (cash‑like bonds). It uses a heat meter (RSI: high=overheated, low=oversold), trend (SPY above/below its 200‑day average), and volatility cues (SVXY) to decide. 30% follows a long‑term Nasdaq plan: stay risk‑on above the 200‑day trend, de‑risk below. It buys dips and trims when overheated.
A fast, rules‑based plan that rides tech‑heavy uptrends with 3x ETFs, buys dips, and quickly shifts to cash, inverse funds, or VIX when markets overheat or weaken. About 70% is tactical; 30% follows a long‑term Nasdaq trend filter.
Out-of-sample, this strategy targets about 77% annualized returns versus ~22% for the S&P, with Calmar ~1.78 and built‑in risk controls (volatility hedges, dip buys). High upside and diversification, but higher drawdowns and leverage risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.2B | 2026-10-11 | |
| Backtest regulatory fees | $17.2M | 2026-10-11 | |
| Backtest slippage cost | $166.1M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical, tech/semis focus, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 725 | 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) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "BTAL", "FAS", "IEF", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "SUB", "SVXY", "TECL", "TLT", "TQQQ", "UPRO", "UUP", "UVXY", "UWM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 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) | 0.68 | 2026-10-11 |
| Remixes (copies) | 53 | 2026-10-11 | |
| Watchers | 40 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 981 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 153.97% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 112019k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 824.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.86% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 82.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 82.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.18% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.24% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.96% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
