Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, tech-heavy strategy. It rides Nasdaq uptrends with leveraged funds, but when markets get overheated, choppy, or fall, it de‑risks, hedges with volatility, rotates to defensives, or flips short. Two sleeves: a 60% tactical core and a 40% simple trend toggle.
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 ()
9 of 15 funds in its are : PSQ, QLD, SOXL, SPXL, SQQQ, TECL, TQQQ, 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.
Two sleeves run together. 60%: First check the market’s backdrop (is the S&P 500 above its 200‑day average?). In good backdrops it rides the Nasdaq (1x/2x/3x) and hedges if things get “too hot.” In weak/choppy backdrops it cuts risk, may go short, or rotate to safer picks. 40%: Own TQQQ when above its 50‑day trend, else XLP. RSI is a 0–100 “heat gauge” (>70 hot, <30 cold).
A rules-based, tech-heavy strategy. It rides Nasdaq uptrends with leveraged funds, but when markets get overheated, choppy, or fall, it de‑risks, hedges with volatility, rotates to defensives, or flips short. Two sleeves: a 60% tactical core and a 40% simple trend toggle.
Two-sleeve, rules-based strategy that leverages Nasdaq uptrends with hedges in heat. Out-of-sample Sharpe ~1.36 vs S&P ~1.33; oos return ~76% annualized; Calmar ~1.50—offering higher upside with disciplined risk controls and defined hedges vs. the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.1B | 2026-10-11 | |
| Backtest regulatory fees | $6.0M | 2026-10-11 | |
| Backtest slippage cost | $58.2M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical allocation, tech-heavy, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 160 | 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) | 0.94 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "PSQ", "QLD", "QQQ", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "XLP" ] | 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) | 2.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 169 | 2026-10-11 | |
| Watchers | 88 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 140.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 41067k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 800.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 16.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 47.90% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 47.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.00% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.39% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
