Composer · investment strategy
by Composer Technologies · via Composer
A tech‑heavy, rule‑based strategy that buys 2×/3× Nasdaq on dips, hedges or stands aside when markets get euphoric, and otherwise rides the uptrend. It rotates among QLD/TQQQ/TECL, SQQQ/UVXY, QQQ, or BIL using RSI “heat” and trend filters.
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.
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 ()
5 of 8 funds in its are : QLD, 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.
It watches two things: 1) how “hot/cold” prices have been (RSI, a 0–100 heat meter of recent gains vs. losses), and 2) the long-term trend (price vs. its average).<br>• If the market is euphoric, it parks in T‑Bills (BIL).<br>• If the Nasdaq (QQQ) is very “hot,” it hedges with UVXY/SQQQ.<br>• If very “cold,” it buys 3× tech bulls (TQQQ/TECL).<br>• Otherwise, it rides the trend: QLD when strong, QQQ when neutral, BIL when weak.<br>Tickers: QQQ=Nasdaq‑100; QLD/TQQQ=2×/3× QQQ; TECL=3× tech sector; SQQQ=3× inverse QQQ; UVXY=volatility; BIL=T‑Bills.
A tech‑heavy, rule‑based strategy that buys 2×/3× Nasdaq on dips, hedges or stands aside when markets get euphoric, and otherwise rides the uptrend. It rotates among QLD/TQQQ/TECL, SQQQ/UVXY, QQQ, or BIL using RSI “heat” and trend filters.
Out-of-sample edge: Sharpe 1.20 vs SPY 1.10; Calmar 1.83; 59% vs 18% annualized. A tech-heavy, rule-based strategy using dips, trends and hedges to beat the S&P 500 on risk-adjusted terms (with larger drawdowns in storms).
Most of the time strategy holds QLD. If some type of RSI is very high, hold UVXY or SQQQ, if RSI is very low, hold TQQQ and TECL. If market is moving sideways for months, hold QQQ. If QQQ is high (and the market is still moving sideways), switch to BIL.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $260.7M | 2026-10-11 | |
| Backtest regulatory fees | $262k | 2026-10-11 | |
| Backtest slippage cost | $2.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, rsi mean-reversion, tactical allocation, tech-focused, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 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) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QLD", "QQQ", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 579 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 97.11% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2607k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 192.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.99% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
