Composer · investment strategy
by Composer Technologies · via Composer
All-in, daily switcher using the S&P 500’s 200‑day trend and a short-term momentum gauge to flip among: 3x long Nasdaq (TQQQ), 3x short Nasdaq (SQQQ), volatility (UVXY), or short-term bonds (BSV). Very aggressive and timing-heavy.
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.
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.
0.5% 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 ()
3 of 5 funds in its are : SQQQ, 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.
Tools: SPY=S&P 500; TQQQ=3x Nasdaq-100; SQQQ=3x inverse; UVXY=volatility; BSV=short‑term bonds. RSI: 0–100 gauge of recent buying vs. selling (high=overbought, low=oversold).<br>1) If SPY > its 200‑day avg → risk‑on; else risk‑off.<br>2) Risk‑on: if TQQQ RSI>77 → UVXY; else TQQQ.<br>3) Risk‑off: if TQQQ RSI<32 → TQQQ; else pick higher‑RSI of SQQQ or BSV.<br>Daily, 100% in one.
All-in, daily switcher using the S&P 500’s 200‑day trend and a short-term momentum gauge to flip among: 3x long Nasdaq (TQQQ), 3x short Nasdaq (SQQQ), volatility (UVXY), or short-term bonds (BSV). Very aggressive and timing-heavy.
All-in, trend-tactical strategy switching among 4 assets to chase big swings. Out-of-sample annualized return ~39% vs ~20% for the S&P. Higher upside, but with larger drawdowns (~50%) and higher volatility; risk-adjusted return may be lower.
based on Dereck Nielsen's approach
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7B | 2026-10-11 | |
| Backtest regulatory fees | $1.3M | 2026-10-11 | |
| Backtest slippage cost | $12.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, tactical allocation, trend filter, volatility | 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", "SPY", "SQQQ", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 662 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 123.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16850k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 139.08% | 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) | 23.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.63% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
