Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily tactical switch. Uses a 200‑day trend to choose risk‑on vs risk‑off, short‑term strength (RSI) to time entries, and volatility ETFs (UVXY/SVXY) as hedge or “short‑fear” trades. Often rides 3× Nasdaq (TQQQ). Very high risk and big swings.
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.
0.1% 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. : 100% · 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 ()
11 of 16 funds in its are : PSQ, SPXS, SQQQ, SVXY, TECL, TMF, TQQQ, TYO, UGL, 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.
Daily: 1) Is the S&P 500 above its 200‑day average (long‑term trend)? If yes, it usually rides a 3× Nasdaq fund (TQQQ); if a short‑term strength score (RSI: 0–100; hot >80, cold <30) says “too hot,” it briefly buys a fear‑spike fund (UVXY). 2) If below, it rotates into bearish plays (SQQQ/SPXS), Treasuries (TLT/TMF/TYO), or gold (UGL), and sometimes bets fear will fade (SVXY).
Aggressive, daily tactical switch. Uses a 200‑day trend to choose risk‑on vs risk‑off, short‑term strength (RSI) to time entries, and volatility ETFs (UVXY/SVXY) as hedge or “short‑fear” trades. Often rides 3× Nasdaq (TQQQ). Very high risk and big swings.
Out-of-sample annualized return ~41.9% vs SPY ~21.4%, with risk-adjusted Sharpe ~1.02. Drawdowns ~45% vs ~19%, but regime switching and volatility hedges aim to capture explosive tech rallies and preserve upside vs S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.0B | 2026-10-11 | |
| Backtest regulatory fees | $12.5M | 2026-10-11 | |
| Backtest slippage cost | $120.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, regime switching, rsi/mean‑reversion, tactical allocation, trend following, volatility (vix) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 128 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.58 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "IEF", "PSQ", "QQQ", "SPXS", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "TYO", "UGL", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 48 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,749 | 2026-10-11 | |
| Out-of-sample length | 702 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 149.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 80218k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 165.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.28 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.54% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.10 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
