Composer · investment strategy
by Composer Technologies · via Composer
A daily, bull‑biased strategy: in calm uptrends it holds the cooler of QQQ or SPY; after sharp drops it shifts to defenses (UUP, GLD, SHY) or short‑term volatility (UVXY). It uses leveraged ETFs (TQQQ/SPXL) selectively when conditions improve.
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.
1 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
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 ()
0.0% 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 ()
4 of 9 funds in its are : SPXL, 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.
First, check trend: SPY above its 200‑day avg = bull mode.<br>In bull mode, after sharp drops it goes defensive (USD UUP + gold GLD) or briefly uses volatility (UVXY). Otherwise it fund surfs: buys the cooler of QQQ or SPY (by RSI, a 0–100 hot/cold score).<br>If not in bull mode, it mostly holds UUP/GLD or cash‑like Treasuries (SHY). It may use TQQQ/SPXL (3x Nasdaq/S&P) only when short‑term strength returns. Rebalances daily.
A daily, bull‑biased strategy: in calm uptrends it holds the cooler of QQQ or SPY; after sharp drops it shifts to defenses (UUP, GLD, SHY) or short‑term volatility (UVXY). It uses leveraged ETFs (TQQQ/SPXL) selectively when conditions improve.
Out-of-sample edge: annualized return 46.62% vs S&P 21.48%, Sharpe 1.45 vs 1.31, Calmar 1.45. A disciplined, bull-biased rotation with hedges (UUP/GLD/SHY) delivers superior risk-adjusted performance versus the S&P 500.
Added "Fund Surfing" to choose between SPY and the QQQs
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $353.1M | 2026-10-11 | |
| Backtest regulatory fees | $931k | 2026-10-11 | |
| Backtest slippage cost | $9.0M | 2026-10-11 |
| AI categories (Composer) | 200-day trend filter, bull bias, daily rebalance, leveraged etfs, rsi-based, safe havens, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 92 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SHY", "SPXL", "SPY", "SQQQ", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 209 | 2026-10-11 | |
| Watchers | 99 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,015 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 101.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3531k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 367.77% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.38% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.16 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
