Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based, very aggressive strategy: ride 3x tech in uptrends, but after extreme moves or weak trends, rotate into hedges, inverse ETFs, bonds, the dollar, cash-like T‑bills, or gold. Trend-following with mean‑reversion brakes.
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 ()
14 of 28 funds in its are : QID, QLD, SOXL, SOXS, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, UDN, 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.
It asks: Is QQQ strong? Uses RSI (a 0–100 “hot/cold” gauge) and 200‑day trends.<br>If yes: mostly holds TQQQ (3x Nasdaq). After blow‑offs (very high RSI or huge 1–5d jumps) it briefly flips to hedges like UVXY or SQQQ; a bond (TLT/TMF/TMV) overlay tilts risk; if shaky, park in T‑Bills (BIL).<br>If no: a “buy dips/sell rips” engine rotates among TQQQ/TECL/SOXL (bull tech), SQQQ/SOXS (inverse), cash‑like bonds (BSV/SHY/STIP/SHV), plus VIX, USD (UUP/UDN), sometimes gold (UGL).
A fast, rules-based, very aggressive strategy: ride 3x tech in uptrends, but after extreme moves or weak trends, rotate into hedges, inverse ETFs, bonds, the dollar, cash-like T‑bills, or gold. Trend-following with mean‑reversion brakes.
Aggressive, rules-based tech exposure with hedges. Out-of-sample ~60% annualized vs SPY ~21%, Calmar ~1.40. Bigger swings and drawdowns (~43%), but strong upside when tech leads.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $32.5B | 2026-10-11 | |
| Backtest regulatory fees | $42.2M | 2026-10-11 | |
| Backtest slippage cost | $406.8M | 2026-10-11 |
| AI categories (Composer) | bonds/cash hedges, leveraged etfs, tactical rotation, tech/semis focus, trend + mean reversion, volatility/dollar diversifiers | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 206 | 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) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "IEI", "QID", "QLD", "QQQ", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPLV", "SPXL", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDN", "UGL", "UPRO", "UUP", "UVXY", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 779 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 172.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 325008k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 333.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.76% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.93 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.72% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.02% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.74% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
