Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based rotation that swings between leveraged tech/semiconductor bets (TQQQ, SOXL) and hedges (SQQQ, UVXY, USD, short-term bonds) by reading fear and momentum. It buys dips, fades spikes, and rides trends. Very high risk.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
2 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
48.6% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
7 of 42 funds in its are : SOXL, SOXS, SPXL, SQQQ, TECL, TQQQ, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Goal: ride big‑tech/semiconductor booms; defend in panics.<br>It reads RSI (0–100 hot/cold), moving averages (trend), and short‑term returns.<br>High fear (UVXY/VIXY up) → hedge with USD (UUP), bonds (SHY/BSV) or volatility; sometimes commodities (DBC). Calm uptrends → 3x tech (TQQQ, SOXL). Big 1‑day semi spikes → short (SOXS); big drops → buy (SOXL). If signals clash → hold short‑term bonds.<br>Key: TQQQ/SQQQ=3x Nasdaq; SOXL/SOXS=3x semis; UVXY/VIXY=vol; SMH=semis; UUP=US$; DBC=commodities; SHY/BSV/BIL/BND=bonds.
Daily, rules-based rotation that swings between leveraged tech/semiconductor bets (TQQQ, SOXL) and hedges (SQQQ, UVXY, USD, short-term bonds) by reading fear and momentum. It buys dips, fades spikes, and rides trends. Very high risk.
Tech-led, rules-based rotation with hedges aims to ride tech rallies while moderating risk. OOS return ~22.6% with Calmar ~0.52 and Sharpe ~0.65—offers comparable upside to the S&P with disciplined risk controls.
Made by /Ken Luu /derecknielsen & V3 is modified by Garen Phillips. V4 by HinnomTX solves the TECL oversold RSI loop of death
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.6B | 2026-10-11 | |
| Backtest regulatory fees | $48.5M | 2026-10-11 | |
| Backtest slippage cost | $467.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum + mean-reversion, semiconductor-focus, tactical rotation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 478 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.54 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ADI", "AMAT", "AMD", "ASML", "AVGO", "BIL", "BND", "BSV", "DBC", "ENPH", "EQT", "INTC", "KLAC", "LRCX", "MCHP", "MRVL", "MU", "NVDA", "NXPI", "ON", "QCOM", "QQQ", "SHY", "SMH", "SNPS", "SON", "SOXL", "SOXS", "SPHB", "SPXL", "SPY", "SQQQ", "STM", "TECL", "TQQQ", "TSM", "TXN", "UUP", "UVXY", "VIXM", "VIXY", "VRTX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.00 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,636 | 2026-10-11 | |
| Out-of-sample length | 1,003 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 157.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 86202k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 125.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.98% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.46% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -8.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -6.88% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.75% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 104.50 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 111.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
