Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical switcher using leveraged ETFs. It checks SPY’s 200‑day trend, then uses hot/cold readings (RSI) and volatility to pick 3x Tech/Nasdaq (TQQQ, TECL), 3x S&P (SPXL/UPRO), short Nasdaq (SQQQ), volatility (UVXY), or Treasuries (TLT).
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 2026-10-19
: 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 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
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% · 2026-10-19 ()
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.
Daily: 1) Trend test: SPY above its 200‑day average = uptrend; else downtrend. - Uptrend: If TQQQ RSI>80 (hot) hold UVXY (volatility). If RSI<30 (cold) buy TQQQ (3x Nasdaq‑100). Else: if Nasdaq volatility < SPY’s, buy TECL (3x tech); otherwise SPXL (3x S&P 500). - Downtrend: If TQQQ RSI<30 and Nasdaq is calm buy TECL; else use SQQQ (−3x Nasdaq) and TLT (Treasuries), with brief UPRO (3x S&P) buys when SPY is oversold. RSI is a 0–100 heat gauge of recent buying/selling.
Daily tactical switcher using leveraged ETFs. It checks SPY’s 200‑day trend, then uses hot/cold readings (RSI) and volatility to pick 3x Tech/Nasdaq (TQQQ, TECL), 3x S&P (SPXL/UPRO), short Nasdaq (SQQQ), volatility (UVXY), or Treasuries (TLT).
Out-of-sample: ~29.9% annualized return vs SPY ~16.3%, driven by tactical leveraged tech/broad-market bets. Risk-adjusted return may lag (Sharpe ~0.72 vs ~0.98), but higher upside with drawdowns up to ~50%.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $82.2M | 2026-10-19 | |
| Backtest regulatory fees | $91k | 2026-10-19 | |
| Backtest slippage cost | $863k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, market timing, mean-reversion, risk-on/off, tactical allocation, trend-following, volatility filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 38 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.98 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 465 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 82.32% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 822k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.90% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.21% | ||
| Return, trailing 1 day (out-of-sample) | -9.21% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 17.07% | ||
| Return, trailing 1 week (out-of-sample) | -16.21% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 24.42% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 49.31% | ||
| Return, trailing 2 weeks (out-of-sample) | -22.02% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 12.75% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.49 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Maximum drawdown, backtest period (backtest) | -55.18% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.72% | ||
| Sharpe ratio, backtest period (backtest) | 1.27 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 62.62% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 75.21% |
| Annualized turnover, backtest period (backtest) | 21.33 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.78 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.73% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.34% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
