Composer · investment strategy
by Composer Technologies · via Composer
Daily rules rotate between TQQQ (3x Nasdaq‑100), SOXL/SOXS (3x semis), UVXY (volatility), or BIL (T‑bills) using heat/trend/volatility checks to ride uptrends, buy sharp dips, fade extremes, or sit in cash-like T‑bills.
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, TMF, TQQQ, 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.
Switches among TQQQ=3x Nasdaq‑100, SOXL/SOXS=3x semis long/short, UVXY=volatility, and BIL=T‑bills. RSI is a 0–100 heat gauge; a 25‑day moving average is a short‑term trend; drawdown is a recent drop.<br>If tech is red‑hot, briefly bet against semis (SOXS).<br>If it just plunged: after a huge up day buy volatility (UVXY); else buy semis on dips (SOXL) unless bonds look jumpy—then hold BIL.<br>Otherwise: if trend is up own TQQQ; else BIL unless bond signals flip risk‑on.
Daily rules rotate between TQQQ (3x Nasdaq‑100), SOXL/SOXS (3x semis), UVXY (volatility), or BIL (T‑bills) using heat/trend/volatility checks to ride uptrends, buy sharp dips, fade extremes, or sit in cash-like T‑bills.
Out-of-sample annualized return ~59% vs SPY ~21%; Calmar ~1.35 signals strong risk-adjusted upside. A dynamic tech/semis rotation with volatility and cash hedges targets outsized growth, with drawdowns possible in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3B | 2026-10-11 | |
| Backtest regulatory fees | $4.9M | 2026-10-11 | |
| Backtest slippage cost | $47.5M | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, market timing, mean reversion, risk-off parking, semiconductors, tech, trend-following, volatility breakout | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 65 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SOXL", "SOXS", "SPY", "TLT", "TMF", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 763 | 2026-10-11 | |
| Watchers | 268 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 864 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 127.78% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 22756k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.35% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 394.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.61% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 47.71% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 64.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
