Composer · investment strategy
by Composer Technologies · via Composer
Ride 3x Nasdaq in uptrends, add “seatbelts” when overheated, and rotate to Treasuries, cash, or short ETFs when risks rise. Small sleeves trade oil, gas, and commodities only when their trends are up. Calmer sleeves get more weight.
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.
17 positions as of 2026-10-19
: 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.
3.4% of weight in (IVV: 3.0%)
11 funds (SEC N-PORT, as of 2026-05-31)
: 1.7% (DBC 4% × 0.37, DBO 1% × 1.00, KOLD 0% × -2.00), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 80% · 2026-10-19 ()
44.0% 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% · 2026-10-19 ()
15 of 46 funds in its are : BOIL, KOLD, PSQ, SH, SPXL, SQQQ, SVXY, TBX, TECL, TMF, TMV, TQQQ, UCO, 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.
Core bet: a turbocharged Nasdaq-100 fund (TQQQ). Each day it checks trends: if the market (SPY) is above its long-term average, hold TQQQ; if things look overheated (a 0–100 “speedometer” called RSI is high), briefly buy VIX funds (UVXY/VIXY) as a seatbelt. If trends weaken, it rotates into Treasuries (TLT/TMF), cash-like T‑bills (SHV/SHY), or even inverse funds (SQQQ/SH). Small side sleeves only turn on when oil, natural gas, broad commodities, or the US dollar are in uptrends. Calmer sleeves get more weight than jumpy ones.<br><br>Main exposures: US tech (TQQQ/TECL/XLK), broad US stocks (VTI/UPRO/SPXL), Treasuries (TMF/TMV/TLT/BND), volatility ETFs (UVXY/VIXY/SVXY), energy/commodities (XLE/XOP/UCO/DBO/FCG/DBC/DBA/GLD/SLV/CPER), US dollar (UUP), and cash-like T‑bills (SHV/SHY/BIL).
Ride 3x Nasdaq in uptrends, add “seatbelts” when overheated, and rotate to Treasuries, cash, or short ETFs when risks rise. Small sleeves trade oil, gas, and commodities only when their trends are up. Calmer sleeves get more weight.
Out-of-sample, this strategy delivers higher annualized returns (21.50% vs 19.77%), much smaller drawdowns (13.19% vs 18.76%), and a strong Calmar of 1.63, while keeping Sharpe close to SPY. More upside with better downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.1M | 2026-10-19 | |
| Backtest regulatory fees | $7,594 | 2026-10-19 | |
| Backtest slippage cost | $59k | 2026-10-19 |
| AI categories (Composer) | inverse/short etfs, leveraged tech core, market-neutral, tactical commodities, treasuries, trend-following, us dollar, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 461 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "BSV", "BTAL", "CPER", "DBA", "DBC", "DBO", "FAN", "FCG", "GLD", "ICLN", "IEF", "KOLD", "PSQ", "QQQ", "SH", "SHV", "SHY", "SLV", "SPXL", "SPY", "SQQQ", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VTI", "WOOD", "XLE", "XLK", "XLP", "XME", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,439 | 2026-10-19 | |
| Out-of-sample length | 547 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 52.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 31k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.50% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.01% | ||
| Return, trailing 1 day (out-of-sample) | -1.36% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.48% | ||
| Return, trailing 1 week (out-of-sample) | -1.39% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 19.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 19.95% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.99% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.86% | ||
| SPY annualized return over the backtest window (backtest) | 14.51% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.21 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.63 | ||
| Maximum drawdown, backtest period (backtest) | -16.26% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.19% | ||
| Sharpe ratio, backtest period (backtest) | 2.53 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Sortino ratio, backtest period (backtest) | 5.21 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.13% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.06% |
| Annualized turnover, backtest period (backtest) | 27.83 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.42 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.63% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.31% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
