Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, tech‑tilted portfolio targeting about 1.5x exposure by mixing 1x and 3x ETFs. In uptrends it rides Nasdaq (QQQ/TQQQ). When prices look too “hot,” it briefly hedges with volatility and T‑Bills. In weak trends it may hold tech, S&P 500, inverse Nasdaq, or Treasuries.
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.
2 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%)
2 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. : 97% · 2026-10-11 ()
24.7% 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 ()
5 of 11 funds in its are : PSQ, SQQQ, TECL, TQQQ, UPRO
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 Leveraged ETFs 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.
The portfolio is 75% in 1x ETFs and 25% in 3x ETFs (≈1.5x overall). If the S&P 500 is above its 200‑day average, it holds Nasdaq (QQQ/TQQQ) unless a 10‑day “heat” score (RSI) is very high, then it parks 50% in VIXY + 50% in T‑Bills. If below trend, it rotates among tech/S&P, inverse Nasdaq (funds that rise when Nasdaq falls), or Treasuries using short‑term RSI and a 20‑day average. Rebalanced daily.
A rules‑based, tech‑tilted portfolio targeting about 1.5x exposure by mixing 1x and 3x ETFs. In uptrends it rides Nasdaq (QQQ/TQQQ). When prices look too “hot,” it briefly hedges with volatility and T‑Bills. In weak trends it may hold tech, S&P 500, inverse Nasdaq, or Treasuries.
Out-of-sample edge: ~53% annualized return vs ~26% for SPY, with Calmar ~3.08. A disciplined 1.5x tech tilt plus hedges aims for higher upside while managing risk; expect higher drawdowns than the S&P.
Variable leverage 1x - 3x
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17.5M | 2026-10-11 | |
| Backtest regulatory fees | $16k | 2026-10-11 | |
| Backtest slippage cost | $146k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, hedging, tactical allocation, tech-heavy, trend-following, variable leverage, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.62 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QQQ", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "VIXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,964 | 2026-10-11 | |
| Out-of-sample length | 361 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 175k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.70% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.08 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.84% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
