Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, all‑in strategy that uses the S&P 500’s 200‑day trend and short‑term momentum to switch among 3× tech (TQQQ/TECL), QQQ, inverse PSQ, or volatility UVXY. Seeks upside in uptrends and contrarian/defensive trades in downturns. 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.
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%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
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% · 2026-10-11 ()
4 of 7 funds in its are : PSQ, TECL, TQQQ, UVXY
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.
This is an all‑in switcher that follows the market’s trend and short‑term “heat.” - 200‑day average = long‑term trend filter. - RSI(10) = a 0–100 heat meter of recent moves (high=overbought, low=oversold). Tickers: SPY=S&P 500; QQQ=Nasdaq‑100; TQQQ/TECL=3× tech; PSQ=−1× QQQ; UVXY=volatility spike; SHY=short Treasuries (signal only). If SPY>200d: hold TQQQ unless RSI(TQQQ)>79 → UVXY. If SPY≤200d: if RSI(TQQQ)<31 → TECL; else use QQQ’s 20‑day and RSI to pick QQQ or PSQ.
Rules-based, all‑in strategy that uses the S&P 500’s 200‑day trend and short‑term momentum to switch among 3× tech (TQQQ/TECL), QQQ, inverse PSQ, or volatility UVXY. Seeks upside in uptrends and contrarian/defensive trades in downturns. Very high risk.
Out-of-sample performance suggests outsized upside vs the S&P: about 75% annualized return vs ~23% for SPY, with Sharpe ~1.27 and Calmar ~1.41. Note higher drawdowns (~53%) due to 3x leverage—best for risk-tolerant investors seeking big upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $743.3M | 2026-10-11 | |
| Backtest regulatory fees | $532k | 2026-10-11 | |
| Backtest slippage cost | $5.1M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, momentum (rsi), tactical allocation, tech/nasdaq concentration, trend-following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 27 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QQQ", "SHY", "SPY", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 921 | 2026-10-11 | |
| Watchers | 327 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 889 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 111.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7433k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 75.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 628.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
