Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based tech strategy. It rides uptrends with 3× Nasdaq/Tech, flips to volatility if things look too hot, and in downtrends either shorts tech or hides in short-term bonds—using a 200‑day trend filter and short-term RSI triggers.
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)
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 5 funds in its are : SQQQ, 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.
Checks TQQQ (3× Nasdaq-100) daily.<br>- If above its 200‑day average (long‑term uptrend): hold TQQQ, unless its 10‑day RSI (0–100 heat gauge) >79; then switch to UVXY (tends to jump when fear spikes).<br>- If below: if RSI <31 (washed‑out), buy TECL (3× Tech) for a bounce; otherwise hold the higher‑RSI of SQQQ (3× short Nasdaq‑100) or BSV (short‑term bonds). High risk; trades daily.
A daily, rules-based tech strategy. It rides uptrends with 3× Nasdaq/Tech, flips to volatility if things look too hot, and in downtrends either shorts tech or hides in short-term bonds—using a 200‑day trend filter and short-term RSI triggers.
Out-of-sample edge: ~61% annualized tech upside vs ~20% for the S&P, Calmar ~1.36, drawdown ~45% vs ~19%. A tactical, trend-following tech strategy delivering far higher upside with risk-aware management vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6B | 2026-10-11 | |
| Backtest regulatory fees | $1.4M | 2026-10-11 | |
| Backtest slippage cost | $13.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, nasdaq/tech focus, rsi signals, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "BSV", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 252 | 2026-10-11 | |
| Watchers | 104 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 1,080 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 122.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16085k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 673.32% | 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) | 29.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.70 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.79% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.00% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
