Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based strategy. In uptrends it rides tech‑led momentum with 3x funds and a short‑vol tailwind; if overheated it hedges. In downtrends it buys sharp dips or protects by shorting/hedging, sometimes rotating to bonds, dollar, or defensive stocks. 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.
4 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.
0.1% of weight in (IVV: 3.0%)
3 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 ()
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 ()
10 of 19 funds in its are : BULZ, PSQ, SOXL, SQQQ, SVXY, TECL, TQQQ, UDOW, 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.
1) Big trend check: Is the S&P 500 above its 200‑day average? If yes → “bull” playbook; if not → “dip/protect” playbook.<br>2) Bull: If prices look too hot short‑term (RSI = 0–100 “speedometer”), hedge with volatility (UVXY) or rotate to a defensive winner. Otherwise: ~2/3 in the 3 strongest 3x stock funds (TQQQ/SOXL/TECL/UDOW/UPRO/BULZ) + ~1/3 in SVXY (benefits when markets are calm).<br>3) Dip/protect: If very oversold, buy a bounce in TECL/SOXL/UPRO. If not, use bonds‑vs‑inverse‑Nasdaq momentum and short‑term trend rules to choose long QQQ/TQQQ, short QQQ (PSQ/SQQQ), or safer broad funds (SPY/DIA/XLP).
Daily, rules‑based strategy. In uptrends it rides tech‑led momentum with 3x funds and a short‑vol tailwind; if overheated it hedges. In downtrends it buys sharp dips or protects by shorting/hedging, sometimes rotating to bonds, dollar, or defensive stocks. Very high risk.
Out-of-sample edge: Sharpe ~2.0 vs SPY ~1.6; Calmar ~5.9; alpha ~0.40%. A tech-heavy momentum strategy with dynamic hedges aiming for higher long-run returns, albeit with larger drawdowns than SPY. Suited for risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-11 | |
| Backtest regulatory fees | $3,045 | 2026-10-11 | |
| Backtest slippage cost | $24k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short nasdaq, risk-on/risk-off, tactical, tech momentum, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 157 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BULZ", "DIA", "PSQ", "QQQ", "SMH", "SOXL", "SPLV", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 76 | 2026-10-11 | |
| Watchers | 40 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,270 | 2026-10-11 | |
| Out-of-sample length | 298 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 170.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 134.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 174.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 137.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 137.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.40% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.51% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
