Composer · investment strategy
by Composer Technologies · via Composer
Daily rules try to ride big‑tech uptrends with TQQQ (3x Nasdaq‑100), but flip fast to defense (PSQ short Nasdaq, VIXY/VXX) or mean‑reversion bounces (SOXL/UPRO) when stress hits. Bonds and biotech trends act as risk gauges.
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 ()
15 of 25 funds in its are : DRV, EDC, LABD, LABU, PSQ, SH, SOXL, SOXS, TECL, TMF, TMV, TQQQ, UPRO, URTY, YINN
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.
First it gauges the backdrop. If long‑term biotech (XBI) is weak, it runs a contrarian picker that flips between bullish and bearish ETFs using bonds vs small‑caps as a cue. Otherwise: hold TQQQ (3x Nasdaq‑100) when QQQ is above its 25‑day average and stress is low; switch to PSQ (short Nasdaq) when drops or bond trouble appear; buy SOXL/UPRO (3x semis/S&P) on oversold dips; and use VIXY/VXX (volatility) when prices look overheated. RSI is a simple ‘too hot/too cold’ meter.
Daily rules try to ride big‑tech uptrends with TQQQ (3x Nasdaq‑100), but flip fast to defense (PSQ short Nasdaq, VIXY/VXX) or mean‑reversion bounces (SOXL/UPRO) when stress hits. Bonds and biotech trends act as risk gauges.
Adaptive, rules-based strategy that captures tech momentum with stress hedges. OOS return 34.7% vs SPY 21.1%; Calmar ~0.92. Higher upside and dynamic risk controls, but drawdowns can be larger (37.6% vs 18.8%), suitable for risk-tolerant investors.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.2B | 2026-10-11 | |
| Backtest regulatory fees | $7.1M | 2026-10-11 | |
| Backtest slippage cost | $67.9M | 2026-10-11 |
| AI categories (Composer) | daily tactical, leveraged etfs, mean reversion, risk-on/risk-off, tech-heavy, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 97 | 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[ "BND", "DRV", "EDC", "IEF", "IWM", "LABD", "LABU", "PSQ", "QQQ", "SH", "SOXL", "SOXS", "SOXX", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "URTY", "VIXY", "VXX", "XBI", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 706 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 328.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 31929k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.07% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.58% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 76.30 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
