Composer · investment strategy
by Composer Technologies · via Composer
A daily, high-octane rotation around leveraged tech. After sharp QQQ drops, it splits into a crash playbook (cash + volatility or semis) plus a core TQQQ system. Otherwise it rides or briefly fades TQQQ based on trend and short-term overbought/oversold 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.
0.5% 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 ()
8 of 12 funds in its are : SOXL, SPXL, SQQQ, SVXY, 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.
Daily checks if QQQ fell >5% in 10 days. If yes, split 50/50: a crash sleeve buys BIL (T‑Bills) + UVXY (bet on volatility) when vol is rising, or SOXL (3x semis) if calm; the other half runs the core rules. If no drop, 100% core.<br>Core: If SPY > 200‑day avg, usually hold TQQQ (3x Nasdaq); if it looks overheated (via RSI, a 0–100 momentum gauge), briefly use UVXY. If SPY < 200‑day, rotate among TECL/UPRO (3x tech/S&P), SQQQ (3x inverse Nasdaq) or TLT (long Treasuries) on short‑term swings.
A daily, high-octane rotation around leveraged tech. After sharp QQQ drops, it splits into a crash playbook (cash + volatility or semis) plus a core TQQQ system. Otherwise it rides or briefly fades TQQQ based on trend and short-term overbought/oversold signals.
Out-of-sample edge: ~66% annualized return vs SPY’s ~21%, with Calmar ~1.74. Higher upside from disciplined tech rotation plus volatility hedges, delivering strong long-run outperformance, albeit with larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.4B | 2026-10-11 | |
| Backtest regulatory fees | $9.5M | 2026-10-11 | |
| Backtest slippage cost | $91.6M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, tactical rotation, tech/nasdaq focus, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 87 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,770 | 2026-10-11 | |
| Out-of-sample length | 544 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 155.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 123714k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 66.07% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 199.54% | 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) | 26.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.09 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.00% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.30% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.42% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.55 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.33% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
