Composer · investment strategy
by Composer Technologies · via Composer
Daily, this split portfolio (≈85% tactical, 15% trend) buys UVXY when markets look overheated, TQQQ when QQQ looks washed out, or T‑bills after sharp drops/rate shocks. The small trend sleeve toggles between QQQ and TQQQ using multiple moving averages.
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.
“85% tactical: If short‑term “heat” (RSI) in big market slices (value, tech, comms, energy, Nasdaq) is very high, buy UVXY”
“15% trend: Four moving‑average tests on QQQ each choose QQQ (safer) or TQQQ (riskier)”
“buy UVXY (a fund that jumps when fear/volatility spikes)”
“park in T‑bills (BIL)”
“buy TQQQ (3x Nasdaq) for a rebound”
“Two parts, rebalanced daily.”
“If QQQ recently fell > ~6% or long Treasuries are tumbling, park in T‑bills (BIL)”
“If short‑term “heat” (RSI) in big market slices (value, tech, comms, energy, Nasdaq) is very high, buy UVXY”
“If QQQ is very “cold” (low RSI), buy TQQQ (3x Nasdaq) for a rebound”
“Four moving‑average tests on QQQ each choose QQQ (safer) or TQQQ (riskier)”
2 positions as of 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-19 ()
4 of 11 funds in its are : TECL, TMF, TQQQ, 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.
Two parts, rebalanced daily.<br>- 85% tactical: If short‑term “heat” (RSI) in big market slices (value, tech, comms, energy, Nasdaq) is very high, buy UVXY (a fund that jumps when fear/volatility spikes). If QQQ is very “cold” (low RSI), buy TQQQ (3x Nasdaq) for a rebound. If QQQ recently fell > ~6% or long Treasuries are tumbling, park in T‑bills (BIL).<br>- 15% trend: Four moving‑average tests on QQQ each choose QQQ (safer) or TQQQ (riskier). More uptrends → more TQQQ.
Daily, this split portfolio (≈85% tactical, 15% trend) buys UVXY when markets look overheated, TQQQ when QQQ looks washed out, or T‑bills after sharp drops/rate shocks. The small trend sleeve toggles between QQQ and TQQQ using multiple moving averages.
Out-of-sample: 21.1% annualized vs S&P 16.9%, with regime-adaptive tech/leverage exposure and volatility hedges. Higher upside, but larger drawdowns; suits risk-tolerant investors seeking long-run alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $412.8M | 2026-10-19 | |
| Backtest regulatory fees | $1.1M | 2026-10-19 | |
| Backtest slippage cost | $10.2M | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, nasdaq-100 focus, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 73 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.93 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "QQQE", "TECL", "TMF", "TQQQ", "UVXY", "VOX", "VTV", "XLE", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.02 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,655 | 2026-10-19 | |
| Out-of-sample length | 453 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 108.04% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4128k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.54% | ||
| Return, trailing 1 day (out-of-sample) | -6.33% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.10% | ||
| Return, trailing 1 week (out-of-sample) | -10.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -0.66% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.19% | ||
| Return, trailing 2 weeks (out-of-sample) | -11.87% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -3.29% | ||
| SPY annualized return over the backtest window (backtest) | 14.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.64 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Maximum drawdown, backtest period (backtest) | -40.95% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.58% | ||
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Sortino ratio, backtest period (backtest) | 3.21 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 48.35% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.98% |
| Annualized turnover, backtest period (backtest) | 42.45 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.64 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.86% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.17% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
