Composer · investment strategy
by Composer Technologies · via Composer
In uptrends it splits between 3x tech and 3x S&P 500. In downtrends it buys oversold bounces; otherwise it switches to 3x short Nasdaq or short‑term Treasuries. Very volatile and high risk due to daily 3x leverage.
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.
1.6% of weight in (IVV: 3.0%)
2 funds (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, SQQQ, TECL, 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 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.
First, it checks if the S&P 500 (SPY) is above its 200‑day average (long‑term uptrend). If yes: invest 50/50 in TECL (3x tech) and UPRO (3x S&P 500). If not:<br>- If QQQ (Nasdaq‑100) RSI<30 (oversold), buy TECL.<br>- Else if SPY RSI<30, buy UPRO.<br>- Else if QQQ is below its 20‑day avg, hold the stronger of SQQQ (3x short Nasdaq‑100) or SHY (short‑term Treasuries) by 10‑day RSI.<br>- Else: if PSQ (1x short QQQ) RSI<30, use SQQQ; otherwise TECL.
In uptrends it splits between 3x tech and 3x S&P 500. In downtrends it buys oversold bounces; otherwise it switches to 3x short Nasdaq or short‑term Treasuries. Very volatile and high risk due to daily 3x leverage.
Out-of-sample annualized return ~75.7% vs SPY ~21.8%, with Calmar ~1.53 and Sharpe ~1.25. Leveraged tech/S&P tilt targets big upside in uptrends; risk controls manage drawdowns—expect higher volatility.
Basic 3x leveraged 200d moving average strategy with market shorting.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $63.2M | 2026-10-11 | |
| Backtest regulatory fees | $13k | 2026-10-11 | |
| Backtest slippage cost | $120k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short, risk-on/risk-off, rsi/momentum, tactical timing, tech-heavy, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.56 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QQQ", "SHY", "SPY", "SQQQ", "TECL", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 71 | 2026-10-11 | |
| Watchers | 38 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 1,005 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 69.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 632k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 75.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 849.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.44% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 82.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 82.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.78% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.40 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.84% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
