Composer · investment strategy
by Composer Technologies · via Composer
A fast-switching, rules-based plan that rides big-tech uptrends with a 3x Nasdaq fund (TQQQ), then shifts to cash, inverse index funds, Treasuries, or volatility products when markets overheat or drop. High risk and turnover; checked daily.
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.
5 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.
0.0% of weight in (IVV: 3.0%)
3 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 ()
78.9% 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 ()
12 of 33 funds in its are : PSQ, SH, SOXL, SPXU, SQQQ, SVXY, TECL, TMF, TMV, 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, it tries to own a turbocharged tech index (TQQQ, a 3x Nasdaq‑100 fund) when the market is rising, and quickly move to safety or hedges when risk jumps. It watches simple cues: is price above its trend? have gains run too far? has it fallen fast? Based on that, it flips among TQQQ/TECL/UPRO (bull), cash‑like T‑Bills (BIL/SHV), inverse Nasdaq/S&P funds (PSQ/SQQQ/SH), long Treasuries (TLT/TMF), and volatility funds (VIXY/UVXY/SVXY). Built to ride uptrends and cut losses.
A fast-switching, rules-based plan that rides big-tech uptrends with a 3x Nasdaq fund (TQQQ), then shifts to cash, inverse index funds, Treasuries, or volatility products when markets overheat or drop. High risk and turnover; checked daily.
Out-of-sample: ~56.7% annualized return vs SPY ~17.6%, Sharpe ~1.10, Calmar ~1.77. Higher upside with trend-following hedges, backing stronger risk-adjusted performance than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $91.0B | 2026-10-11 | |
| Backtest regulatory fees | $202.8M | 2026-10-11 | |
| Backtest slippage cost | $2.0B | 2026-10-11 |
| AI categories (Composer) | bonds vs stocks, daily rebalanced, leveraged etfs, mean-reversion, tactical, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 662 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "GLD", "IEF", "PSQ", "QQQ", "SH", "SHV", "SOXL", "SOXX", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VIXM", "VIXY", "VOX", "VTI", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,752 | 2026-10-11 | |
| Out-of-sample length | 449 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 193.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 909527k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 123.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.80% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -9.58% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 47.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 47.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.09% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.33% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 65.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
