Composer · investment strategy
by Composer Technologies · via Composer
Daily, trend-and-momentum rules. Mostly rides TQQQ (3x Nasdaq) in uptrends; shifts to UVXY if things look too hot. In downtrends, plays oversold bounces (TECL/UPRO) or rotates to SQQQ or TLT by strength. Very aggressive; big swings.
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 ()
6 of 8 funds in its are : SPXL, SQQQ, TECL, 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.
Daily rules use two gauges: trend (price vs 200‑day average) and short‑term “heat” (10‑day RSI = recent buying vs selling). If the S&P 500 is in an uptrend, hold TQQQ (3x Nasdaq) unless heat is extreme; then switch to UVXY (volatility). If not in an uptrend, try oversold bounces via TECL (3x tech) or UPRO (3x S&P). If no bounce, hold SQQQ (‑3x Nasdaq) or TLT (Treasuries)—whichever is stronger. Uses leveraged funds; swings are large.
Daily, trend-and-momentum rules. Mostly rides TQQQ (3x Nasdaq) in uptrends; shifts to UVXY if things look too hot. In downtrends, plays oversold bounces (TECL/UPRO) or rotates to SQQQ or TLT by strength. Very aggressive; big swings.
Out-of-sample: ~61% annualized return with Calmar ~1.22, stronger upside vs S&P; levered tech exposure and volatility hedges to ride rallies and protect downside; note higher drawdowns (up to ~50%).
https://discord.gg/8e7bHnJMwE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $22.3B | 2026-10-11 | |
| Backtest regulatory fees | $14.2M | 2026-10-11 | |
| Backtest slippage cost | $137.0M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, market timing, momentum (rsi), tactical allocation, tech-heavy, trend following (200-day ma), volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 36 | 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[ "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "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) | 2.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 26 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 516 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 165.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 223359k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 166.90% | 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) | 29.97% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.96% | 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) | 3.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.19% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.16% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
