Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules‑based switcher using 3x sector ETFs and UVXY. It reads long‑ and short‑term trend and an RSI “hot/cold” gauge to flip between offense (TQQQ/FAS), oversold rebounds (TECL/LABU or SOXL/LABU), and defense (SQQQ/FAZ or BSV). Big swings expected.
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 ()
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 ()
8 of 9 funds in its are : FAS, FAZ, LABU, SOXL, SQQQ, TECL, 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.
Uses TQQQ (3x Nasdaq‑100) to read trend. Above its 200‑day average: hold TQQQ+FAS (3x financials) 50/50 unless TQQQ is very hot (RSI>79), then buy UVXY (volatility). Below 200‑day: if very cold (RSI<31 on TQQQ) use TECL/LABU; else if SOXL RSI<30 use SOXL/LABU. Otherwise, if short‑term weak (below 20‑day), pick either SQQQ+FAZ (3x shorts) or BSV (bonds) by higher RSI. If not weak, use TQQQ+FAS. RSI ≈ hot/cold meter. Rebalanced daily.
An aggressive, rules‑based switcher using 3x sector ETFs and UVXY. It reads long‑ and short‑term trend and an RSI “hot/cold” gauge to flip between offense (TQQQ/FAS), oversold rebounds (TECL/LABU or SOXL/LABU), and defense (SQQQ/FAZ or BSV). Big swings expected.
Out-of-sample: ~61.6%/yr vs SPY ~19%/yr; Sharpe ~1.20; Calmar ~1.76. A regime-switch strategy using leveraged sector ETFs and volatility hedges aims for outsized upside with disciplined risk, outperforming the S&P on risk-adjusted basis.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1B | 2026-10-11 | |
| Backtest regulatory fees | $989k | 2026-10-11 | |
| Backtest slippage cost | $9.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, long/short, mean reversion, sector rotation, tactical allocation, trend following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 32 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.54 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "FAS", "FAZ", "LABU", "SOXL", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,859 | 2026-10-11 | |
| Out-of-sample length | 552 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 178.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11230k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 186.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.93% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.49% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.40 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
