Composer · investment strategy
by Composer Technologies · via Composer
A one‑position strategy that reads the market trend and short‑term “heat” to toggle among leveraged tech longs (TQQQ/TECL), inverse QQQ (PSQ), or volatility (UVXY). It’s tech‑heavy, very active, and high risk with potential for sharp swings.
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.
It’s a one‑holding, rules‑based switcher that uses trend and short‑term “heat” to jump between a few funds.<br>- SPY = S&P 500. QQQ = Nasdaq‑100 (big tech). TQQQ/TECL = 3x bullish tech. PSQ = goes up when QQQ falls. UVXY = jumps when volatility spikes. SHY = short‑term Treasuries (signal only).<br>- RSI (0–100) is a heat gauge; moving averages are trend lines.<br>Rules:<br>1) If SPY is above its 200‑day average: hold TQQQ unless its 10‑day RSI > 79, then hold UVXY.<br>2) If SPY is below its 200‑day average: if TQQQ’s RSI < 31, buy TECL; else use QQQ if it’s above its 20‑day average and not too hot (RSI ≤ 70). If QQQ is overbought (>70) flip to PSQ. If QQQ is below its 20‑day average, prefer PSQ unless Treasuries (SHY) look stronger, then use QQQ.
A one‑position strategy that reads the market trend and short‑term “heat” to toggle among leveraged tech longs (TQQQ/TECL), inverse QQQ (PSQ), or volatility (UVXY). It’s tech‑heavy, very active, and high risk with potential for sharp swings.
Out-of-sample, this tech-driven strategy targets ~75% annualized return vs SPY’s ~22%, with Calmar ~1.41 (strong risk-adjusted upside). Drawdowns ~53% vs ~19% for SPY—suited for risk-tolerant, active investors seeking growth with regime-aware hedging.
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 regime filter, momentum (rsi), tactical, tech-focused, trend-following, volatility timing | 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) | 33 | 2026-10-11 | |
| Watchers | 17 | 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
