Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical plan: when markets look overheated, buy UVXY (volatility). When oversold, buy TQQQ/SPXL for a bounce. Otherwise hold QQQ in uptrends; in downtrends rotate among PSQ/SQQQ (short Nasdaq), TQQQ/QLD (bear rallies), or BTAL using bond 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) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
7 of 17 funds in its are : PSQ, QLD, SH, SPXL, SQQQ, 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.
Daily rules: If a short-term “hot/cold” score (RSI) says SPY, IOO, TQQQ, VTV or XLF are very hot, buy UVXY (volatility). If TQQQ or SPY are very cold, buy TQQQ or SPXL (3x S&P) for a bounce. Otherwise use trend: if SPY is above its 200‑day average (long‑term trend line), hold QQQ (Nasdaq 100). If below, switch among PSQ/SQQQ (short Nasdaq), TQQQ/QLD (bear‑rally longs) or BTAL (defensive), guided by bond strength (TLT/IEF/AGG/BND) and TQQQ’s 20‑day average.
A daily, tactical plan: when markets look overheated, buy UVXY (volatility). When oversold, buy TQQQ/SPXL for a bounce. Otherwise hold QQQ in uptrends; in downtrends rotate among PSQ/SQQQ (short Nasdaq), TQQQ/QLD (bear rallies), or BTAL using bond signals.
Out-of-sample edge: ~39% annualized return vs ~19% for the S&P, Calmar ~1.65, Sharpe ~1.02 over ~2 years. A volatility- and trend-driven approach targeting bigger upside with solid risk-adjusted performance, despite higher drawdowns.
10/4/11
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.4B | 2026-10-11 | |
| Backtest regulatory fees | $5.5M | 2026-10-11 | |
| Backtest slippage cost | $53.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, mean-reversion, nasdaq-heavy, tactical, trend-following, volatility-hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 93 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "AGG", "BND", "BTAL", "IEF", "IOO", "PSQ", "QLD", "QQQ", "SH", "SPXL", "SPY", "SQQQ", "TLT", "TQQQ", "UVXY", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 525 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 137.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 43861k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.40 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
