Composer · investment strategy
by Composer Technologies · via Composer
All-in, one-ETF-at-a-time, regime-switching strategy using SPY to choose the playbook. If SPY isn’t under short-term pressure, it trend-follows the S&P 500 with 3x ETFs; if under pressure, it mean-reverts the Nasdaq-100 with 3x ETFs. Very aggressive and high risk.
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.
3.2% of weight in (IVV: 3.0%)
1 fund (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. : 99% · 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 ()
4 of 5 funds in its are : SPXU, SQQQ, 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.
Step 1: Check the S&P 500 (SPY) vs its 2‑day average. If price is at/above it, use an S&P 500 playbook; if below, use a Nasdaq-100 playbook.<br>Step 2 (S&P playbook): Compare 5‑day vs 10‑day averages. Uptrend → buy UPRO (3x long S&P). Downtrend → buy SPXU (3x short S&P).<br>Step 2 (Nasdaq playbook): Compare very short‑term vs 3‑week momentum (RSI). Strong short‑term → buy SQQQ (3x short QQQ). Weak short‑term → buy TQQQ (3x long QQQ).
All-in, one-ETF-at-a-time, regime-switching strategy using SPY to choose the playbook. If SPY isn’t under short-term pressure, it trend-follows the S&P 500 with 3x ETFs; if under pressure, it mean-reverts the Nasdaq-100 with 3x ETFs. Very aggressive and high risk.
Out-of-sample strategy aims for higher upside than the S&P 500: ~26% annualized vs ~20% SPY, via 3x ETFs. Expect larger drawdowns (~54%) and mixed risk-adjusted returns—best for aggressive, growth-focused investors.
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, mean reversion, nasdaq-100, regime switching, s&p 500, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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) | 1.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 815 | 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) | 26.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 112.51% | 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) | 0.48 | 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) | 0.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.16% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 144.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 140.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
