Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical QQQ‑guided strategy: trend filter + “heat” checks. When markets look too hot, it rotates into VIX hedges; after spikes it shorts vol with protection. Otherwise it holds QQQ (sometimes TQQQ), with occasional gold/oil tilts.
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 ()
6 of 21 funds in its are : PSQ, SVIX, SVXY, TQQQ, UVIX, 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 Leveraged ETFs 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.
Each day it sets risk ON/OFF by checking if the S&P 500 (SPY) is above its 200‑day average. It then watches a “hot/cold” price‑speed gauge (RSI) on SPY, QQQ (Nasdaq‑100), IOO (global mega‑caps), VTV (value), XLP (staples), XLF (financials). If they look too hot, it buys VIX funds (UVXY/VIXY/VIXM/VXX) that usually rise when stocks fall, scaling aggressiveness. After big vol spikes it may short vol (SVXY/SVIX) with BTAL/USMV. If no warnings, it holds QQQ or, in very calm times, TQQQ; sometimes GLD and OILK.
A daily, tactical QQQ‑guided strategy: trend filter + “heat” checks. When markets look too hot, it rotates into VIX hedges; after spikes it shorts vol with protection. Otherwise it holds QQQ (sometimes TQQQ), with occasional gold/oil tilts.
Out-of-sample, this tactical QQQ-driven strategy beats SPY on risk-adjusted terms: Sharpe ~1.40 vs 1.37, Calmar ~2.25, and annualized return ~86% vs 24%. It uses VIX hedging and volatility sleeves to capture rallies while aiming to limit drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $116k | 2026-10-11 | |
| Backtest regulatory fees | $171 | 2026-10-11 | |
| Backtest slippage cost | $1,291 | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, mean-reversion, qqq-driven, rsi-based, tactical, trend filter (200-day), volatility (vix) hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 203 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.94 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BTAL", "GLD", "IEF", "IOO", "OILK", "PSQ", "QQQ", "SPY", "SVIX", "SVXY", "TQQQ", "USMV", "UVIX", "UVXY", "VIXM", "VIXY", "VTV", "VXX", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 391 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1063% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 86.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 163.36% | 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) | 20.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.70% | 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) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -66.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.19 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
