Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rotates among 3x equity ETFs (TQQQ/UPRO, sometimes TECL), volatility (UVXY), inverse stocks (SQQQ), or Treasuries (TLT). In uptrends it rides the strongest; when overheated it bets on volatility; in downtrends it goes defensive or buys sharp dips. Very 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.
0.5% 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 8 funds in its are : SPXL, SQQQ, 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.
It runs in two modes based on SPY vs its 200‑day average (a long‑term trend line).<br>- Uptrend: hold the stronger of TQQQ (3x Nasdaq‑100) or UPRO (3x S&P 500) by 30‑day strength—unless TQQQ RSI>79 or SPXL (3x S&P) RSI>80, then hold UVXY (volatility).<br>- Not an uptrend: if TQQQ RSI<31, buy TECL (3x Tech). Else if SPY RSI<30 or TQQQ is below its 20‑day average, choose SQQQ (‑3x Nasdaq‑100) or TLT (long‑term Treasuries) by RSI. Else if SQQQ RSI<31, hold SQQQ. Otherwise, revert to TQQQ/UPRO.<br>RSI is a 0–100 “heat gauge” (over 80=hot, under 30=washed‑out).
Daily, it rotates among 3x equity ETFs (TQQQ/UPRO, sometimes TECL), volatility (UVXY), inverse stocks (SQQQ), or Treasuries (TLT). In uptrends it rides the strongest; when overheated it bets on volatility; in downtrends it goes defensive or buys sharp dips. Very high risk.
Out-of-sample, this strategy targets ~57% annualized return vs ~17% for the S&P, with Calmar ~1.27 and Sharpe ~1.03. It dynamically rotates leveraged equity exposure with volatility and Treasuries to ride trends and defend against dips.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.8B | 2026-10-11 | |
| Backtest regulatory fees | $14.7M | 2026-10-11 | |
| Backtest slippage cost | $142.1M | 2026-10-11 |
| AI categories (Composer) | 3x leveraged equities, daily rebalance, inverse (sqqq), long treasuries (tlt), momentum/rsi, regime-switching, volatility (uvxy) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 43 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 432 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 154.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 117894k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 57.13% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.66% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
