Composer · investment strategy
by Composer Technologies · via Composer
Daily, it flips between aggressive 3x funds and hedges. Core longs: TQQQ/TECL, URTY, DRN, TMF; hedges: PSQ, SPXS, DRV, TMV; also SOXL/SOXS and VXX. Choices follow short‑term trend, overbought/oversold, and bond signals. 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.
“hedges: PSQ, SPXS, DRV, TMV”
“Rank a small bull or bear list by very short‑term momentum and buy the top 2”
“Daily, it flips between aggressive 3x funds and hedges”
“Bonds vs stocks sets risk‑on/off.”
1 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%)
1 fund (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
17 of 25 funds in its are : DRN, DRV, HIBL, HIBS, PSQ, SH, SOXL, SOXS, SPXL, SPXS, TARK, TECL, TMF, TMV, TQQQ, TYO, URTY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
- Market heat check: if stocks look strong, also check long‑term Treasuries; otherwise use a simpler path.<br>- Bonds vs stocks sets risk‑on/off.<br>- Rank a small bull or bear list by very short‑term momentum and buy the top 2 (sometimes the most beaten‑down for a bounce).<br>RSI = short‑term “heat”; moving average = trend; drawdown = drop from a peak.
Daily, it flips between aggressive 3x funds and hedges. Core longs: TQQQ/TECL, URTY, DRN, TMF; hedges: PSQ, SPXS, DRV, TMV; also SOXL/SOXS and VXX. Choices follow short‑term trend, overbought/oversold, and bond signals. Very high risk.
Out-of-sample edge: ~33.95% annualized return vs SPY ~20.80%, driven by tactical momentum and hedging. Expect larger swings and drawdowns (~37.6% vs ~18.8%), but potential for faster gains in trending markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $901k | 2026-10-11 | |
| Backtest regulatory fees | $3,092 | 2026-10-11 | |
| Backtest slippage cost | $23k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, hedging, leveraged etfs, momentum + mean-reversion, risk-on/risk-off, tactical rotation, trend/volatility filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 395 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "DRN", "DRV", "HIBL", "HIBS", "IEF", "IWM", "PSQ", "QQQ", "SH", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPY", "TARK", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYO", "URTY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.97 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 177.54% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8906% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 125.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.07% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.07% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.73 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.60 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 81.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.51% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
