Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switcher that hunts for strong trends but avoids short-term overheats. It rotates among SPY/QQQ, 3× SPXL/TQQQ, 3× Treasury TMF/TMV, or VIX funds, with about 10% kept in cash.
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.
1 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
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% · 2026-10-19 ()
4 of 9 funds in its are : SPXL, TMF, TMV, TQQQ
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.
Each day it checks for a volatility spike (VIX). If fear is spiking, it buys a VIX fund. If not, it looks at long‑term trends: when stocks are healthy it picks a 3× S&P 500 or 3× Nasdaq fund (the one that looks less overheated); in stock downtrends it uses regular SPY/QQQ. If bonds look weak, it trades 3× long or 3× short Treasuries, whichever is moving more. Keeps ~10% in cash.
A daily, rules-based switcher that hunts for strong trends but avoids short-term overheats. It rotates among SPY/QQQ, 3× SPXL/TQQQ, 3× Treasury TMF/TMV, or VIX funds, with about 10% kept in cash.
Dynamic, rules-based regime-switching across equities, bonds, and volatility. OOS annualized return ~19.85% vs SPY ~20.09%, with multi-asset diversification—designed as a strong complement to SPY, not a replacement.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $31.7M | 2026-10-19 | |
| Backtest regulatory fees | $109k | 2026-10-19 | |
| Backtest slippage cost | $1.0M | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum, regime-switching, tactical asset allocation, trend-following, volatility-timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 35 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "QQQ", "SPXL", "SPY", "TMF", "TMV", "TQQQ", "VIXM", "VIXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.27 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-19 |
| Remixes (copies) | 31 | 2026-10-19 | |
| Watchers | 19 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,956 | 2026-10-19 | |
| Out-of-sample length | 668 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 67.10% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 317k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.85% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.02% | ||
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 14.60% | ||
| Return, trailing 1 week (out-of-sample) | -9.10% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -22.75% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -15.48% | ||
| Return, trailing 2 weeks (out-of-sample) | -12.04% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.48% | ||
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.40 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, backtest period (backtest) | -48.02% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.02% | ||
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Sortino ratio, backtest period (backtest) | 2.01 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 48.15% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.75% |
| Annualized turnover, backtest period (backtest) | 45.42 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.31 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.12% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.64% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
