Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical system that always holds one 3x ETF: UPRO/SPXU (S&P 500) or TQQQ/SQQQ (Nasdaq 100). It uses very short‑term trend and momentum (moving averages and RSI) to flip between bullish and bearish bets. Expect very high risk and volatility.
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.
“It always holds one 3x ETF.”
“if its 5‑day average is below its 10‑day average (short‑term downtrend), go short with SPXU; else go long with UPRO”
“Check SPY (S&P 500) today vs its 2‑day average.”
“if 3‑day RSI ≥ 21‑day RSI (recent gains dominate), go short with SQQQ; else go long with TQQQ”
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.
3.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
4 of 5 funds in its are : SPXU, SQQQ, TQQQ, UPRO
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It always holds one 3x ETF.<br>1) Check SPY (S&P 500) today vs its 2‑day average. If above: use S&P 500—if its 5‑day average is below its 10‑day average (short‑term downtrend), go short with SPXU; else go long with UPRO.<br>If below: switch to Nasdaq 100—if 3‑day RSI ≥ 21‑day RSI (recent gains dominate), go short with SQQQ; else go long with TQQQ. Moving average = recent average price. RSI = balance of recent up vs down days.
A fast, tactical system that always holds one 3x ETF: UPRO/SPXU (S&P 500) or TQQQ/SQQQ (Nasdaq 100). It uses very short‑term trend and momentum (moving averages and RSI) to flip between bullish and bearish bets. Expect very high risk and volatility.
Dynamic 3x ETF strategy shifts between S&P and Nasdaq using short-term momentum. OOS return ~26.9% vs SPY ~20.9%, with higher drawdowns (~54%). Higher upside potential from regime timing, but added risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5,889 | 2026-10-11 | |
| Backtest regulatory fees | $858 | 2026-10-11 | |
| Backtest slippage cost | $1,385 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short, momentum, nasdaq 100, s&p 500, short-term, tactical, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPXU", "SPY", "SQQQ", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 835 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | -3.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | -41.11% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.72% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.48% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | -0.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -95.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.22 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.16% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 144.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 140.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
