Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules-based tech strategy: ride uptrends with 3x Nasdaq/Tech/Semis, buy their pullbacks, and switch to shorts (SQQQ/PSQ), Treasuries (TLT), or brief VIX hedges (UVXY/VIXY) when long-term trendlines break or markets overheat.
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.
“It may use UPRO (3x S&P 500) or a small VIX hedge (UVXY/VIXY) when things look too hot.”
“goes defensive with SQQQ/PSQ (short Nasdaq) or TLT (Treasuries) until strength returns”
“If Nasdaq/tech/semis are above long trendlines, it buys aggressive 3x funds”
“If those trendlines break, it either buys very deep dips in TQQQ or goes defensive”
“usually picks the one that just dipped most”
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.
0.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
9 of 15 funds in its are : PSQ, SOXL, SOXS, SPXL, SQQQ, TECL, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Key ideas: A moving average is a long-term trendline; RSI is a short-term “heat” gauge (low=washed out, high=hot).<br>1) If Nasdaq/tech/semis are above long trendlines, it buys aggressive 3x funds and usually picks the one that just dipped most (TQQQ=Nasdaq‑100, TECL=Tech, SOXL=Semis). It may use UPRO (3x S&P 500) or a small VIX hedge (UVXY/VIXY) when things look too hot.<br>2) If those trendlines break, it either buys very deep dips in TQQQ or goes defensive with SQQQ/PSQ (short Nasdaq) or TLT (Treasuries) until strength returns. It’s very aggressive and can swing widely.
An aggressive, rules-based tech strategy: ride uptrends with 3x Nasdaq/Tech/Semis, buy their pullbacks, and switch to shorts (SQQQ/PSQ), Treasuries (TLT), or brief VIX hedges (UVXY/VIXY) when long-term trendlines break or markets overheat.
Tech-leader strategy delivering outsized out-of-sample gains (~48%/yr vs SPY ~18%), using 3x tech/semis bets and agile risk hedges. Higher drawdowns possible (~64%), but Calmar ~0.75 signals strong risk-adjusted upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $32.2B | 2026-10-11 | |
| Backtest regulatory fees | $31.6M | 2026-10-11 | |
| Backtest slippage cost | $305.4M | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, leveraged etfs, risk-on/risk-off, short/hedge capable, tactical allocation, tech/semis focus, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 392 | 2026-10-11 | |
| Rebalance corridor width | 4.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.65 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IYW", "PSQ", "QQQ", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,735 | 2026-10-11 | |
| Out-of-sample length | 576 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 174.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 322056k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 147.12% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -7.41% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.83% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -9.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -66.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -64.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 66.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 83.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
