Composer · investment strategy
by Composer Technologies · via Composer
If short‑term readings say markets are overheated, it moves into UVXY (a volatility spike play). Otherwise it alternates between leveraged long and inverse Nasdaq‑100 (TQQQ/QLD vs PSQ/SQQQ) using 200‑day drawdown, trend, and return rules. High risk.
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 ()
7 of 16 funds in its are : FAS, PSQ, 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.
Step 1 (overheated check): It looks at a 10‑day RSI—a 0–100 speedometer of recent gains—on big indexes/sectors (SPY, QQQ variants, tech, value, consumer, financials, communications). If any read ~80+, it buys UVXY, which jumps when fear rises.<br>Step 2: If not overheated, it times the Nasdaq‑100 using 200‑day drop/trend and how far it’s run, flipping between leveraged long (TQQQ/QLD) and inverse (PSQ/SQQQ). High risk.
If short‑term readings say markets are overheated, it moves into UVXY (a volatility spike play). Otherwise it alternates between leveraged long and inverse Nasdaq‑100 (TQQQ/QLD vs PSQ/SQQQ) using 200‑day drawdown, trend, and return rules. High risk.
Out-of-sample edge: Sharpe ~1.66 vs SPY ~1.07; annualized ~139% vs 17.5%; Calmar ~3.32; alpha ~0.78. Higher upside than the S&P, but with meaningful drawdowns—suitable for high-tolerance, long-horizon investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $21.6B | 2026-10-11 | |
| Backtest regulatory fees | $20.2M | 2026-10-11 | |
| Backtest slippage cost | $195.3M | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, market timing, nasdaq-100 focus, rsi overbought signals, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 71 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "PSQ", "QLD", "QQQ", "QQQE", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 178 | 2026-10-11 | |
| Watchers | 78 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 567 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 173.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 216291k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 139.56% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 616.43% | 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) | 28.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.05% | 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) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
