Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based strategy that rides tech uptrends with TQQQ, steps aside to T‑Bills when risk rises, and sometimes buys deep dips or hedges brief volatility spikes. Very high risk; not a passive buy‑and‑hold.
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 2026-10-19
: 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.
0.2% 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. : 99% · 2026-10-19 ()
66.5% 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% · 2026-10-19 ()
11 of 31 funds in its are : FAS, LABU, SOXL, SPXL, SQQQ, SVIX, TECL, TMF, TQQQ, 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.
Every day it asks: Is the trend up? Is the market too hot? Is fear spiking? Are bonds flashing risk? If trend is up and risks are low, it holds 3x tech/stock funds (like TQQQ). If things look overheated or scary, it parks in T‑Bills (BIL) or briefly uses a volatility hedge (UVXY). It also buys sharp dips when bonds aren’t warning.
Aggressive, rules-based strategy that rides tech uptrends with TQQQ, steps aside to T‑Bills when risk rises, and sometimes buys deep dips or hedges brief volatility spikes. Very high risk; not a passive buy‑and‑hold.
Out-of-sample: ~55% annual return, Calmar 3.21, Sharpe ~1.48. Captures tech uptrends with adaptive hedges for risk control. Potentially much higher upside than the S&P, with drawdowns around ~17% when risk signals flare up.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-19 | |
| Backtest regulatory fees | $2,022 | 2026-10-19 | |
| Backtest slippage cost | $16k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, tech-heavy, trend following, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5,252 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "FAS", "HYG", "IEF", "KMLM", "LABU", "QQQ", "QQQE", "SOXL", "SPHB", "SPXL", "SPY", "SQQQ", "SVIX", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.69 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 282 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 185.81% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.66% | ||
| Return, trailing 1 day (out-of-sample) | 1.21% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.85% | ||
| Return, trailing 1 week (out-of-sample) | -1.21% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 40.08% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 40.55% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.06% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 17.40% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 7.70 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.21 | ||
| Maximum drawdown, backtest period (backtest) | -24.12% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.08% | ||
| Sharpe ratio, backtest period (backtest) | 2.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Sortino ratio, backtest period (backtest) | 5.07 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 41.88% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.54% |
| Annualized turnover, backtest period (backtest) | 46.24 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.98 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.10% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.55% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
