Composer · investment strategy
by Composer Technologies · via Composer
Daily ETF strategy: 80% rotates among leveraged S&P/Nasdaq, Treasuries, and a safety trio using dip‑buy and risk filters; 20% trend‑trades TQQQ with heat/cold checks. Seeks strong upside with rules to step aside in rough markets.
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.
6 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.
1.0% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
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 ()
80.1% 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 ()
7 of 15 funds in its are : QLD, SQQQ, TECL, TMF, TQQQ, UPRO, 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 two sleeves, rebalanced daily.<br>• 80% core: When markets are calm/trending, it rides 3x S&P/Nasdaq (UPRO/TQQQ), sized by steadiness. On sharp 5‑day drops it buys dips—unless the same day jumps >5%, then it parks in a safety trio (UUP/GLD/XLP). If risk rises, it pairs stocks with 3x Treasuries (TMF) or stays in safety.<br>• 20% sidecar: Trend‑trades TQQQ. Above trend it owns TQQQ/tech unless overheated (then UVXY/TMF). Below trend it holds SQQQ or long Treasuries (EDV). Uses “hot/cold” gauges (RSI = how stretched prices feel) and trend lines.
Daily ETF strategy: 80% rotates among leveraged S&P/Nasdaq, Treasuries, and a safety trio using dip‑buy and risk filters; 20% trend‑trades TQQQ with heat/cold checks. Seeks strong upside with rules to step aside in rough markets.
Out-of-sample, this strategy delivers ~44% annualized return vs SPY’s ~22%, with a solid 1.12 Sharpe and built-in hedges (treasuries, safety basket) to temper risk. It seeks big upside while using rules to limit drawdowns.
Backtest to 5/26/2010.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26.6M | 2026-10-11 | |
| Backtest regulatory fees | $30k | 2026-10-11 | |
| Backtest slippage cost | $255k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, leveraged etfs, risk parity, tactical etf rotation, trend following, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,360 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "EDV", "GLD", "QLD", "QQQ", "SHY", "SMH", "SPY", "SQQQ", "TECL", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,721 | 2026-10-11 | |
| Out-of-sample length | 866 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 70.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 266k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 253.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.13% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.10% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
