Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switcher: it rides big-tech uptrends with 3x Nasdaq (TQQQ), moves to cash-like Treasuries when stress rises, and occasionally uses volatility (UVXY) or inverse tech (SQQQ) in extreme markets.
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%)
2 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. : 98% · 2026-10-11 ()
89.8% 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 ()
4 of 14 funds in its are : SQQQ, 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.
Each day it checks a fear gauge (VIXM). If fear is rising, it runs a crash plan: after big drops it may buy the dip (TQQQ); if prices look overheated or jump fast, it buys volatility (UVXY); otherwise it parks in T‑bills (BIL). If fear is calm, it follows trend: usually 90% in 3x Nasdaq (TQQQ) with 10% Treasuries (SHY), but shifts to defensive stocks/bonds or briefly bets against tech (SQQQ) when trends weaken. It uses simple “hot/cold” scores (RSI), moving averages, and recent drawdowns.
A daily, rules-based switcher: it rides big-tech uptrends with 3x Nasdaq (TQQQ), moves to cash-like Treasuries when stress rises, and occasionally uses volatility (UVXY) or inverse tech (SQQQ) in extreme markets.
Out-of-sample, this strategy targets higher upside (31% annualized vs 21% for the S&P) via regime-switching and leveraged tech exposure; but it carries higher risk and larger drawdowns (~48% vs ~19%). Best for risk-tolerant, long-horizon investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $116.6M | 2026-10-11 | |
| Backtest regulatory fees | $292k | 2026-10-11 | |
| Backtest slippage cost | $2.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical asset allocation, trend following, volatility regime switching | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 95 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "IEF", "QQQ", "SHY", "SPLV", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 1,620 | 2026-10-11 | |
| Watchers | 330 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 619 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 86.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1166k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.95% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.73% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.60 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.26% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.35 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
