Composer · investment strategy
by Composer Technologies · via Composer
A daily, tech‑tactical strategy that fades overheated rallies, buys sharp dips, and otherwise rotates between Apple/Tesla income ETFs or 1x inverse hedges using bond‑vs‑Nasdaq cues. Uses leverage sparingly (TECL/SOXS), parks in cash at extremes, and selects one sleeve across 2–6 week filters.
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 2026-10-11
: 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) · : 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. : 96% · 2026-10-11 ()
0.0% 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% · 2026-10-11 ()
6 of 12 funds in its are : AAPD, PSQ, SOXS, TECL, TQQQ, TSLS
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 how “hot” or “cold” Tech looks.<br>- If Tech looks too hot or spikes, it briefly bets against semiconductors (SOXS) or parks in cash (BIL).<br>- If Tech looks washed‑out, it buys a leveraged Tech fund (TECL).<br>- Otherwise it toggles between Apple/Tesla income ETFs (APLY/TSLY) or simple 1x inverse hedges (AAPD/TSLS) based on bond‑vs‑Nasdaq signals.<br>It picks one sleeve across several 2–6 week views.
A daily, tech‑tactical strategy that fades overheated rallies, buys sharp dips, and otherwise rotates between Apple/Tesla income ETFs or 1x inverse hedges using bond‑vs‑Nasdaq cues. Uses leverage sparingly (TECL/SOXS), parks in cash at extremes, and selects one sleeve across 2–6 week filters.
Out-of-sample annualized return ~31% vs SPX ~22%, with tech tilt, dynamic hedges, and daily risk checks. Built-in cash/shorts to fade extremes, aiming for bigger upside while capping downside—tech-focused growth with risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38k | 2026-10-11 | |
| Backtest regulatory fees | $142 | 2026-10-11 | |
| Backtest slippage cost | $984 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged & inverse etfs, momentum/mean-reversion, options income, risk management, tactical allocation, tech-focused, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,277 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPD", "APLY", "BIL", "IEF", "PSQ", "QQQ", "SOXS", "SPY", "TECL", "TQQQ", "TSLS", "TSLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 810 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 283.37% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 115.99% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 39.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 61.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.16% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.85% | 2026-10-11 |
Collective2
Composer Technologies · Composer
