Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical tech strategy: follow the Nasdaq trend; own tech (VGT) in uptrends unless things look too hot (then VIXY/UVXY). In weak markets, toggle between tech bounces, a mild Nasdaq short (PSQ), or gold (GLD) using short‑term “heat” signals.
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.
0.0% 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 ()
0.0% 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 10 funds in its are : PSQ, SQQQ, 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.
Core signals: 200‑day moving average (long‑term trend) and RSI (0–100 heat meter; >80 very hot, <30 very cold). If the tech‑heavy Nasdaq‑100 trend is up (TQQQ above its 200‑day avg) and not overheated, hold tech (VGT). If overheated (TQQQ>80 or UPRO>79), rotate into fear funds VIXY/UVXY (often jump when volatility spikes). If no uptrend: if very cold (TQQQ RSI<30) buy tech (XLK) for a bounce; otherwise use a mild Nasdaq short (PSQ) or hide in gold (GLD), guided by short‑term momentum. Rebalances daily.
Daily tactical tech strategy: follow the Nasdaq trend; own tech (VGT) in uptrends unless things look too hot (then VIXY/UVXY). In weak markets, toggle between tech bounces, a mild Nasdaq short (PSQ), or gold (GLD) using short‑term “heat” signals.
Out-of-sample edge: ~44.8% annualized return vs SPY ~24.5%; Sharpe ~1.58 vs ~1.37; beta ~0.95; Calmar ~2.74; positive alpha. Higher upside with volatility hedges and strong risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.9M | 2026-10-11 | |
| Backtest regulatory fees | $15k | 2026-10-11 | |
| Backtest slippage cost | $132k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, gold, inverse etfs, mean reversion, tactical asset allocation, tech sector, trend following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "GLD", "PSQ", "SQQQ", "TQQQ", "UPRO", "UVXY", "VGT", "VIXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 84 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 395 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 59.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 109k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.82% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.39 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.50 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.11% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.96% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
