Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, tactical ETF mix that toggles between volatility funds and tech-heavy stock funds. It uses big short‑term moves in a 3x Nasdaq ETF (TQQQ) to switch: fade sharp rebounds after big drops or buy the dip otherwise. Very high risk.
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.
8 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%)
5 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
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 ()
42.3% 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 ()
9 of 15 funds in its are : SOXL, SOXS, SPXS, SQQQ, SVXY, TECL, TECS, TQQQ, UPRO
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.
It splits the portfolio into two parts.<br>60% “volatility sleeve”: SVXY (rises when market fear falls), VIXM (rises when fear jumps), and SPXS (rises when the S&P 500 drops).<br>40% “beta sleeve”: rotates among SPY/QQQ/tech/semis and 3x bull/bear versions.<br>Signal: watch TQQQ (a 3x Nasdaq fund). If it fell >11% in 6 days, flip to crisis mode: a huge 1‑day rebound (>5.5%) = go short/defensive; no big rebound = buy the dip with 3x longs and short‑vol. Otherwise, stay in a base mix.
An aggressive, tactical ETF mix that toggles between volatility funds and tech-heavy stock funds. It uses big short‑term moves in a 3x Nasdaq ETF (TQQQ) to switch: fade sharp rebounds after big drops or buy the dip otherwise. Very high risk.
Out-of-sample edge: ~28.9% annualized return vs SPY’s ~20.6%, with Calmar ~1.18. Higher drawdowns (~24.5%) are traded for stronger upside via tech/tactical shifts and risk controls that aim to outperform the S&P long run.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,322 | 2026-10-11 | |
| Backtest slippage cost | $9,853 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, tactical market timing, tech/nasdaq tilt, volatility (vix) etfs | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 51 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SMH", "SOXL", "SOXS", "SPXS", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TQQQ", "UPRO", "VIXM", "VIXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,721 | 2026-10-11 | |
| Out-of-sample length | 830 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.60% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.51% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.48% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
