Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules‑driven strategy that sells rips and buys dips in tech/semis, rotating among 3× bull ETFs, volatility (UVXY), and Treasury trades (TMF/TMV) using simple overbought/oversold and trend checks. 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.
9 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.
19.2% of weight in (IVV: 3.0%)
5 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. : 94% · 2026-10-11 ()
66.7% 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 ()
32 of 73 funds in its are : CURE, ERX, EUO, FAS, HIBL, HIBS, MVV, QID, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TBF, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UGL, UPRO, USD, UVXY, YCS
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.
A rules‑based switcher built around fast‑moving funds. It watches “heat” gauges (like RSI—a 0–100 score of recent up vs down days) and quick pops/drops.<br>• If tech/semis rip (overheated), it flips to UVXY (volatility) or bearish funds.<br>• If they plunge (washed‑out), it buys the dip in TECL/SOXL/TQQQ (3× tech/semis/Nasdaq).<br>• Bond/commodity checks choose cash/T‑bills, TMF (3× long Treasuries) or TMV (3× short). High risk.
An aggressive, rules‑driven strategy that sells rips and buys dips in tech/semis, rotating among 3× bull ETFs, volatility (UVXY), and Treasury trades (TMF/TMV) using simple overbought/oversold and trend checks. Very high risk.
Out-of-sample, this strategy outperforms the S&P 500 on risk-adjusted terms: Sharpe ~1.52 vs ~1.40, Calmar ~2.16, and annualized return ~76% vs ~22%. Drawdowns can be larger (~35% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1B | 2026-10-11 | |
| Backtest regulatory fees | $3.0M | 2026-10-11 | |
| Backtest slippage cost | $28.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, regime switching, tactical allocation, tech & semiconductors, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,340 | 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) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "DGRO", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "HIBL", "HIBS", "IEF", "IEI", "LQD", "MVV", "PUI", "QID", "QLD", "QQQ", "QQQE", "SCHD", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TBF", "TBX", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTIP", "VTV", "XLK", "XLP", "XLU", "XLY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.05 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 363 | 2026-10-11 | |
| Watchers | 130 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,725 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 441.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 10519k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 606.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.76% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 32.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 12.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.56 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 8.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.30% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 74.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 71.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.29% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
