Composer · investment strategy
by Composer Technologies · via Composer
A fast, daily, rules‑based strategy that rides tech/semis uptrends with 3x ETFs, then quickly hedges, flips short, or parks in T‑Bills when markets look overheated or weak. Uses RSI/trend signals from stocks, bonds, and commodities to switch regimes.
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.
6 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.
0.5% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 83% · 2026-10-11 ()
54.1% 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 ()
46 of 100 funds in its are : CURE, DOG, DPST, DRN, DRV, EDC, EDZ, ERX, ERY, EUO, FAS, FAZ, JDST, LABD, LABU, MVV, NAIL, PSQ, QID, QLD, RWM, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, UCO, UDOW, UPRO, URTY, USD, UVXY, YANG, YCS, YINN
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 checks a few “health gauges” for stocks and bonds (trend and a 0–100 speedometer called RSI).<br>- If stocks trend up and aren’t overheated: ride tech/semis with 3x ETFs (TQQQ, TECL, SOXL).<br>- If overheated or falling: hedge/flip to shorts (SQQQ, SOXS), buy volatility (UVXY/VIXY), or sit in T‑Bills (BIL).<br>- Bond, dollar, and commodity signals fine‑tune risk.
A fast, daily, rules‑based strategy that rides tech/semis uptrends with 3x ETFs, then quickly hedges, flips short, or parks in T‑Bills when markets look overheated or weak. Uses RSI/trend signals from stocks, bonds, and commodities to switch regimes.
Leverages tech/semis leadership with 3x exposure and quick hedges, delivering ~28.1% annualized return out-of-sample vs SPY ~18.9%. Includes risk controls (bills/volatility hedges) but accepts higher drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $454.3M | 2026-10-11 | |
| Backtest regulatory fees | $1.7M | 2026-10-11 | |
| Backtest slippage cost | $15.9M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, momentum, regime switching, sector rotation, tactical asset allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,075 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMZN", "BA", "BIL", "BND", "BSV", "C", "CSX", "CURE", "DBC", "DOG", "DPST", "DRN", "DRV", "EDC", "EDZ", "EEM", "EFA", "EPI", "ERX", "ERY", "EUO", "EWZ", "FAS", "FAZ", "GE", "GLD", "GOOG", "IBM", "IEF", "IEI", "INTC", "IWM", "IYR", "JDST", "JPM", "LABD", "LABU", "LLY", "META", "MSFT", "MVV", "NAIL", "NFLX", "NVDA", "PSQ", "PUI", "QID", "QLD", "QQQ", "RINF", "RWM", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STX", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSM", "TYO", "UCO", "UDOW", "UPRO", "UPS", "URTY", "USD", "USRT", "UUP", "UVXY", "VIXM", "VIXY", "WDC", "WFC", "XLK", "YANG", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,768 | 2026-10-11 | |
| Out-of-sample length | 598 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 165.37% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4543k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.07% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 80.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 76.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 76.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.99% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 79.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 82.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.51% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
