Composer · investment strategy
by Composer Technologies · via Composer
A tactical, mainly tech/semis strategy that fades big up moves. It holds TQQQ/SOXL in uptrends but switches to SQQQ/SOXS or UVXY when markets look overheated; uses volatility checks and can park cash in BIL or TLT. High risk (leveraged ETFs).
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.
3 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.
0.4% of weight in (IVV: 3.0%)
2 funds (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 ()
10 of 19 funds in its are : PSQ, QID, SOXL, SOXS, 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.
80% sleeve: NASDAQ-100. In uptrends (S&P above its 200-day avg) it holds TQQQ (3x long NASDAQ) unless markets look overheated (very high RSI—a 0-100 heat gauge—or big short-term gains), then it flips to SQQQ/QID/PSQ (inverse QQQ) or UVXY (volatility that jumps when markets drop). Size scales with recent volatility.<br>20%: Semis—usually SOXL (3x long), but after sharp run-ups it moves to SOXS (3x short), sometimes partly to BIL (T-bills) or TLT (Treasuries).
A tactical, mainly tech/semis strategy that fades big up moves. It holds TQQQ/SOXL in uptrends but switches to SQQQ/SOXS or UVXY when markets look overheated; uses volatility checks and can park cash in BIL or TLT. High risk (leveraged ETFs).
Dynamic 3x tech/semis strategy with hedges: oos annualized return ~49% vs SPY ~22%, using volatility-aware sizing and UVXY/BIL/TLT hedges. Higher drawdowns (~53%) but strong upside in growth rallies.
IFF 8/3/24: Added standard deviation checks.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $193.6B | 2026-10-11 | |
| Backtest regulatory fees | $480.6M | 2026-10-11 | |
| Backtest slippage cost | $4.0B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, nasdaq-100, semiconductors, tactical shorting, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 119 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.70 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QID", "QQQ", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 5 | 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 | 547 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 206.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1935517k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 139.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.07% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.41% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 31.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.68 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
