Composer · investment strategy
by Composer Technologies · via Composer
A two‑sleeve tactical plan: ride tech rallies with TQQQ, hedge or flip in stress using SQQQ/TLT/volatility funds, and “surf” short‑term losers; in high fear, rotate between leveraged long/short Treasuries.
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.
0.3% 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 ()
53.5% 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 ()
8 of 14 funds in its are : SPXL, SQQQ, TECL, TMF, TMV, 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.
Two sleeves. 1) Tech trend/defense: Hold TQQQ (3x Nasdaq‑100) in uptrends; when short‑term heat is high, volatility jumps, or after big drops, switch to SQQQ (3x inverse Nasdaq), TLT (long Treasuries), or VXX/UVXY (VIX “fear” funds). 2) Fund‑surfing: When calm, buy the most beaten‑down of TQQQ, UPRO (3x S&P 500), SHY (short Treasuries), DBMF (managed‑futures); when fear spikes, pick TMF or TMV (3x long/short long‑Treasuries) by which held up better. Uses trend vs averages, recent % moves, and RSI (0=cold, 100=hot).
A two‑sleeve tactical plan: ride tech rallies with TQQQ, hedge or flip in stress using SQQQ/TLT/volatility funds, and “surf” short‑term losers; in high fear, rotate between leveraged long/short Treasuries.
Out-of-sample edge: ~60% annualized return vs S&P ~22%, Calmar ~1.17, Sharpe ~1.27. Higher drawdowns (~51% vs ~19%), but dramatically bigger long-term upside in tech leadership and rate-trend regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26.7M | 2026-10-11 | |
| Backtest regulatory fees | $39k | 2026-10-11 | |
| Backtest slippage cost | $356k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, momentum/mean-reversion, tactical allocation, treasury rotation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 102 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 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[ "DBMF", "QQQ", "SHY", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,861 | 2026-10-11 | |
| Out-of-sample length | 996 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 190.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 267k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.91% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 540.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.70% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -7.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.28% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.73 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.44 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
