Composer · investment strategy
by Composer Technologies · via Composer
All-in tactical switcher. Rides tech uptrends with leveraged QQQ, flips to volatility on extreme heat, buys oversold bounces, or moves to bonds/inverse QQQ when momentum weakens.
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 : SPYU, 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.
1) If a tech-heavy benchmark (TQQQ) is above its 200‑day average, stay aggressive: hold TQQQ—unless the market is extremely “hot,” then switch to UVXY to catch a volatility spike.<br>2) If not, hunt for oversold bounces (TECL or SPYU). If no bounce, use short-term trend: TQQQ if above its 20‑day average; otherwise choose TLT or SQQQ, whichever is stronger.
All-in tactical switcher. Rides tech uptrends with leveraged QQQ, flips to volatility on extreme heat, buys oversold bounces, or moves to bonds/inverse QQQ when momentum weakens.
Out-of-sample edge: higher risk-adjusted returns vs the S&P. OOS annualized return ~86.7% vs ~19.6%, Sharpe ~1.28 vs ~1.19, Calmar ~2.42. Accepts more drawdown but delivers far greater upside through tactical tech-focused rotations.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $74k | 2026-10-11 | |
| Backtest regulatory fees | $48 | 2026-10-11 | |
| Backtest slippage cost | $388 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, tactical rotation, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPYU", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 713 | 2026-10-11 | |
| Out-of-sample length | 593 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 102.66% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 639.95% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 86.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 335.73% | 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) | 31.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.28% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.01% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.52% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.16% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
