Composer · investment strategy
by Composer Technologies · via Composer
A rules-based dip-buyer in 3× equity ETFs. If TQQQ looks overheated, it parks in T‑bills. Otherwise it splits across TQQQ/SOXL/TECL/UPRO and scales in as each fund’s short-term “heat” score (RSI) drops. Tech-heavy, high risk, rebalanced daily.
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.
0.0% 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 ()
4 of 5 funds in its are : SOXL, TECL, TQQQ, UPRO
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.
Each day it checks a 10‑day “heat” score (RSI, 0–100) of prices. If TQQQ’s score ≥70 (very hot), it holds BIL (T‑bills). Otherwise it splits money equally across TQQQ (3× Nasdaq‑100), SOXL (3× semis), TECL (3× tech), and UPRO (3× S&P 500). For each slice it buys more as that fund’s RSI falls toward ~30 (multiple steps), leaving the rest in BIL. Rebalances daily.
A rules-based dip-buyer in 3× equity ETFs. If TQQQ looks overheated, it parks in T‑bills. Otherwise it splits across TQQQ/SOXL/TECL/UPRO and scales in as each fund’s short-term “heat” score (RSI) drops. Tech-heavy, high risk, rebalanced daily.
Out-of-sample edge: ~31% annualized return vs ~21% for SPY, achieved via RSI-dip buying across four high-beta 3x ETFs (TQQQ, SOXL, TECL, UPRO) with a cash gate in overheated markets. Calmar ~1.28 indicates strong risk-adjusted performance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $286k | 2026-10-11 | |
| Backtest regulatory fees | $459 | 2026-10-11 | |
| Backtest slippage cost | $2,428 | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, risk-on/risk-off, rsi dip-buying, tactical, tech-heavy | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 141 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SOXL", "TECL", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,161 | 2026-10-11 | |
| Out-of-sample length | 817 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2759% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.53% | 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) | 38.05% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.33% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.33% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 45.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 78.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
