Composer · investment strategy
by Composer Technologies · via Composer
Rides long S&P 500 uptrends with a 3x fund, but flips to volatility, short S&P 500, or Treasuries when markets look overheated or weak. Uses trend, overbought/oversold, and volatility cues to switch between offense and defense.
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.
3.4% 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% · 2026-10-11 ()
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 6 funds in its are : SPXL, SPXU, TQQQ, 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.
SPY=S&P 500; SPXL=3x bull S&P 500; SPXU=3x short S&P 500; UVXY=2x volatility; TLT=long Treasuries.<br>1) If SPY > 200‑day avg (uptrend): mostly hold SPXL; switch to UVXY when markets look “too hot” (very high RSI), to SPXU after sharp bounces, or to TLT when volatility jumps.<br>2) If SPY <= 200‑day avg: favor SPXU/UVXY/TLT; buy SPXL only on extreme oversold.<br>RSI=heat meter of recent moves; std dev=volatility; cum return=recent % change.
Rides long S&P 500 uptrends with a 3x fund, but flips to volatility, short S&P 500, or Treasuries when markets look overheated or weak. Uses trend, overbought/oversold, and volatility cues to switch between offense and defense.
Out-of-sample shows ~48.6% annualized return vs SPY ~20.7%, with solid risk-adjusted metrics (Calmar ~1.08, Sharpe ~1.13). This single-position strategy rides uptrends with 3x exposure (SPXL) and hedges using SPXU/UVXY/TLT to pursue big upside while managing volatility.
3x SPY for the long run made by okhi2u from TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos and Raekon v1.4 | 167.3%/34.4% DD from 28 Oct 2011
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.2B | 2026-10-11 | |
| Backtest regulatory fees | $2.4M | 2026-10-11 | |
| Backtest slippage cost | $23.0M | 2026-10-11 |
| AI categories (Composer) | leveraged s&p 500, market timing, risk-on/risk-off, tactical trend/momentum, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 63 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 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[ "SPXL", "SPXU", "SPY", "TLT", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 58 | 2026-10-11 | |
| Watchers | 49 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 978 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 127.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 21907k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 366.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.81% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.50% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.51% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
