Composer · investment strategy
by Composer Technologies · via Composer
Uses QQQ’s 14‑day strength reading: above 80 buys UVXY (betting on a pullback), below 35 buys TQQQ+TECL (betting on a rebound), otherwise holds BIL (cash‑like). Concentrated, leveraged, and 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.
2 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 2026-06-30)
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 ()
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 ()
3 of 5 funds in its are : 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 watches a 14‑day “strength” score for QQQ (a big tech‑heavy index fund).<br>- If that score is very high (above 80), it expects a pullback and buys UVXY (a fund that jumps when markets drop).<br>- If the score is very low (below 35), it expects a rebound and buys TQQQ and TECL 50/50 (both are 3× bullish tech funds).<br>- Otherwise it sits in BIL (a short‑term Treasury bill fund).
Uses QQQ’s 14‑day strength reading: above 80 buys UVXY (betting on a pullback), below 35 buys TQQQ+TECL (betting on a rebound), otherwise holds BIL (cash‑like). Concentrated, leveraged, and high risk.
Out-of-sample edge: 32.13% annualized return vs SPY’s 18.02%; Calmar 1.39; max drawdown 23.1% vs 18.8%. RSI-driven tech timing with selective leverage on rebounds (TQQQ/TECL) and volatility hedges (UVXY) plus cash in between.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4M | 2026-10-11 | |
| Backtest regulatory fees | $1,457 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, leveraged etfs, market timing, mean reversion, momentum, risk-on/risk-off, tactical, tech-heavy, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 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) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 580 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 14k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.13% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 90.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.12% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.76 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 76.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
