Composer · investment strategy
by Composer Technologies · via Composer
High‑octane tech bet: 90% split between 3x Nasdaq‑100 (TQQQ) and 3x Semiconductors (SOXL), sized by recent volatility; 10% in cash. Aims to smooth risk between the two, but remains very high risk and highly tech‑concentrated.
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.
0.4% 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 ()
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 ()
2 of 2 funds in its are : SOXL, TQQQ
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.
90% goes into two 3x tech ETFs: TQQQ (~3x the Nasdaq‑100: big tech like Apple/Microsoft/Google) and SOXL (~3x semiconductor stocks like Nvidia/AMD). The calmer one over the last 30 days gets more; the jumpier gets less. 10% stays in cash. Limited diversification (both are tech). It doesn’t rebalance on a fixed schedule—only if weights drift ~10% from target.
High‑octane tech bet: 90% split between 3x Nasdaq‑100 (TQQQ) and 3x Semiconductors (SOXL), sized by recent volatility; 10% in cash. Aims to smooth risk between the two, but remains very high risk and highly tech‑concentrated.
Tech-led growth with outsized upside: ~68% annualized return vs ~21% for the S&P; Sharpe ~1.07, Calmar ~0.97. 90% in volatility-weighted tech ETFs with 10% cash seeks strong gains—expect higher drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.0M | 2026-10-11 | |
| Backtest regulatory fees | $110 | 2026-10-11 | |
| Backtest slippage cost | $759 | 2026-10-11 |
| AI categories (Composer) | cash buffer, leveraged etfs, risk-balanced, semiconductors, tech growth, volatility-weighted | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.56 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SOXL", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 4.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,141 | 2026-10-11 | |
| Out-of-sample length | 835 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 40k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 456.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.92% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 122.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 112.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.82% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -84.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -69.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 70.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 74.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.37% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
