Composer · investment strategy
by Composer Technologies · via Composer
Rules-driven, tech-heavy trend strategy: ride big uptrends with leveraged ETFs (e.g., TQQQ) and quickly cut risk to cash, Treasuries, or volatility hedges (VXX/UVXY) when prices overheat, volatility spikes, or the trend breaks. High risk; built for automation.
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.
0.2% 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. : 99% · 2026-10-11 ()
65.2% 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 ()
23 of 59 funds in its are : CURE, DOG, EDC, EDZ, FAS, PSQ, RETL, SDOW, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TECL, TMF, TMV, TNA, TQQQ, UDOW, 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 watches three things: trend (20- & 200-day averages), momentum/heat (RSI: 0–100; high=hot, low=cold), and volatility (VIX via VXX/UVXY). In uptrends it holds leveraged tech/market funds like TQQQ/TECL/SPXL. If prices overheat or volatility jumps, it shifts to cash (BIL) or VXX. If trend weakens or drops are large, it moves to Treasuries (TLT/TMF) or inverse funds (PSQ/SQQQ). It scales in/out as signals change.
Rules-driven, tech-heavy trend strategy: ride big uptrends with leveraged ETFs (e.g., TQQQ) and quickly cut risk to cash, Treasuries, or volatility hedges (VXX/UVXY) when prices overheat, volatility spikes, or the trend breaks. High risk; built for automation.
Out-of-sample edge: ~34.96% annualized return vs SPY ~19.36%, positive alpha (~0.08). Captures big tech uptrends via leverage, while automated hedges to cash/Treasuries/VIX aim to contain risk. Higher drawdowns but far stronger upside capture.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $46.1M | 2026-10-11 | |
| Backtest regulatory fees | $145k | 2026-10-11 | |
| Backtest slippage cost | $1.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, systematic, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,117 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.32 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BNDX", "BSV", "BTAL", "BWZ", "CURE", "DIA", "DOG", "EDC", "EDV", "EDZ", "EEM", "FAS", "FDN", "IEF", "IEI", "IWM", "IXG", "PSQ", "QQQ", "QQQE", "RETL", "SDOW", "SH", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TECL", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UDOW", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,073 | 2026-10-11 | |
| Out-of-sample length | 549 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 178.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 461k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.41% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 63.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
