Composer · investment strategy
by Composer Technologies · via Composer
A fast-switching plan: mostly own TQQQ in uptrends, buy deeply oversold dips, and quickly move to T‑Bills or volatility/short ETFs when markets overheat, plunge, or bond/yield‑curve signals flag danger.
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.
0.3% 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. : 99% · 2026-10-11 ()
49.4% 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 ()
6 of 13 funds in its are : PSQ, SH, TMF, TQQQ, URTY, 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 Macro signals 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 idea: ride uptrends with TQQQ (3x Nasdaq); buy sharp dips; step aside or hedge fast in stress. 25‑day average = trend; RSI(10d) = “hot/cold” meter (low=oversold buys, very high=hedge). If drops are extreme, go to UVXY/PSQ or T‑Bills (BIL). It also reads bonds (IEF vs TLT, BND vs SPY) to de‑risk when the yield curve/ bonds warn.
A fast-switching plan: mostly own TQQQ in uptrends, buy deeply oversold dips, and quickly move to T‑Bills or volatility/short ETFs when markets overheat, plunge, or bond/yield‑curve signals flag danger.
Out-of-sample, this strategy targets higher upside: ~27.5% annualized vs SPY ~21.9%, by riding tech uptrends and using dynamic hedges. It carries larger drawdowns, so only suitable for investors who can tolerate bigger swings for faster growth.
(a) Handle huge volatility; (b) Mean reversion with 10D RSI (c) Momentum with 25D MA; (d) BondSignal with bond > stock and inverted yield curve.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.8B | 2026-10-11 | |
| Backtest regulatory fees | $13.0M | 2026-10-11 | |
| Backtest slippage cost | $125.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro/yield-curve, mean reversion, risk management, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 129 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "PSQ", "QQQ", "SH", "SPY", "TLT", "TMF", "TQQQ", "URTY", "UVXY", "VIXY" ] | 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) | 1.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 142.54% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 58310k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.44% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.52% | 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) | 0.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.20% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
