Composer · investment strategy
by Composer Technologies · via Composer
A 50/50 portfolio: half a buy‑the‑dip TQQQ sleeve, half a tactical engine that flips between 3x tech/semis bulls, inverse ETFs, Treasuries, or safe havens based on stock, bond, and volatility signals. It times entries with short‑term momentum and an RSI “heat meter.”
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.
3 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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
20 of 38 funds in its are : CURE, DIG, ERX, HIBL, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TQQQ, UPRO, USD, 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 Macro signals 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 two sleeves, 50/50. Sleeve 1 buys TQQQ (3x Nasdaq) on dips but briefly hedges if moves are too hot/spiky (may use SQQQ=3x short Nasdaq, VXX=volatility, or Treasuries). Sleeve 2 is tactical: first set regime with stocks vs commodities and the bond trend (TLT). In “offense” it rides recent leaders (TECL=3x Tech, SOXL=3x Semis, UPRO/SPXL=3x S&P). In “defense” it shifts to Treasuries (TMF/TMV), inverse funds (SQQQ/SOXS/TECS/SPXS), or safer ETFs (BIL/SHY, GLD, PDBC). Uses short‑term momentum and RSI (a 0–100 “heat meter”).
A 50/50 portfolio: half a buy‑the‑dip TQQQ sleeve, half a tactical engine that flips between 3x tech/semis bulls, inverse ETFs, Treasuries, or safe havens based on stock, bond, and volatility signals. It times entries with short‑term momentum and an RSI “heat meter.”
Out-of-sample, this 2-sleeve strategy outperforms the S&P on risk-adjusted return: Sharpe ~1.42, Calmar ~2.12, and annualized return ~87% vs ~22%, via a rules-based tech-led approach with hedges. Bigger drawdowns are possible, but upside is compelling.
Made by /Ken Luu /derecknielsen & V3 is modified by Garen Phillips. V4 by HinnomTX solves the TECL oversold RSI loop of death. V4.1 was .... V4.2 was an (Pareto) * (Pareto) mod by Belcampo69 * tweaked now to no k-1 forms by okhi2u
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5B | 2026-10-11 | |
| Backtest regulatory fees | $4.4M | 2026-10-11 | |
| Backtest slippage cost | $42.0M | 2026-10-11 |
| AI categories (Composer) | bond-regime, leveraged etfs, mean reversion, tactical allocation, tech/semis focus, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,326 | 2026-10-11 | |
| Rebalance corridor width | 9.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EWZ", "GLD", "HIBL", "IEF", "IYK", "MVV", "PDBC", "PUI", "QLD", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USD", "UUP", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 2,491 | 2026-10-11 | |
| Watchers | 800 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 984 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 470.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15380k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 86.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 1055% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.19% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.82% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 8.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 32.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 11.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 74.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
