Composer · investment strategy
by Composer Technologies · via Composer
Daily, rule-based rotation around tech/Nasdaq: use long- and short-term trends plus an overbought/oversold gauge (RSI) to switch among 3× bull, 3× bear, volatility, or bonds—aiming to ride uptrends, buy sharp dips, and defend in downtrends.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 6 funds in its are : 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.
It times the Nasdaq-100 with simple rules. If TQQQ’s price is above its 200‑day average (bull), it holds TQQQ (a 3× Nasdaq fund) unless a 0–100 “heat” gauge called RSI is >81, then it buys UVXY (a volatility fund) to hedge a likely pullback. If below (bear), it buys TECL (3× tech) when TQQQ’s RSI<34 or SOXL (3× chips) when SOXL’s RSI<30; else if below the 20‑day average it picks the stronger of SQQQ (‑3× Nasdaq) or BSV (short‑term bonds); otherwise TQQQ. Rebalances daily.
Daily, rule-based rotation around tech/Nasdaq: use long- and short-term trends plus an overbought/oversold gauge (RSI) to switch among 3× bull, 3× bear, volatility, or bonds—aiming to ride uptrends, buy sharp dips, and defend in downtrends.
Out-of-sample, this strategy delivers ~73% return vs SPY ~22%, a 2.19 Calmar ratio, and 1.21 Sharpe. It rotates Nasdaq tech exposure with hedges to chase upside while managing risk—bear markets can still see larger drawdowns.
Make a lot of money by adapting to regime changes (bulls vs bears)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.4B | 2026-10-19 | |
| Backtest regulatory fees | $2.7M | 2026-10-19 | |
| Backtest slippage cost | $26.4M | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum/rsi, nasdaq/technology, regime switching, tactical allocation, trend following, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 25 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "SOXL", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.59 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 229 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 137.84% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 44381k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 72.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.68% | ||
| Return, trailing 1 day (out-of-sample) | -7.60% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 week (out-of-sample) | -11.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.92% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.43 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.19 | ||
| Maximum drawdown, backtest period (backtest) | -56.63% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.32% | ||
| Sharpe ratio, backtest period (backtest) | 1.70 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Sortino ratio, backtest period (backtest) | 2.76 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 62.20% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.24% |
| Annualized turnover, backtest period (backtest) | 20.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.11 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.52% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.15% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
