Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, risk-on/risk-off rotation. Rides uptrends with SPXL (3x S&P), flips to SPXU (3x inverse) or TLT when signals warn, and taps VIXY/UVXY only during extremes. Uses QQQ/TQQQ as fast “heat” gauges to time shifts.
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 ()
5 of 9 funds in its are : SPXL, SPXU, SQQQ, 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.
First check the S&P 500’s long‑term trend (price vs 200‑day average). In uptrends it usually holds SPXL (3x S&P 500). If the market looks overheated, too jumpy, or after sharp drops, it flips to SPXU (3x inverse S&P), hides in TLT (Treasuries), or briefly buys VIXY/UVXY (fear ETFs). It uses fast tech gauges QQQ/TQQQ to spot extremes.
Rules-based, risk-on/risk-off rotation. Rides uptrends with SPXL (3x S&P), flips to SPXU (3x inverse) or TLT when signals warn, and taps VIXY/UVXY only during extremes. Uses QQQ/TQQQ as fast “heat” gauges to time shifts.
High upside potential: out-of-sample annualized return ~38.9% vs SPY ~21.6%, via regime-switching, 3x leverage, and hedges. Expect higher volatility and drawdowns (~44.8% oos vs ~18.8%), but stronger long-term compounding when regimes favor rallies.
Made by /Ken Luu /derecknielsen & V3 is modified by Garen Phillips. V4 by HinnomTX solves the TECL oversold RSI loop of death -- UUP changed for USDU for no k-1 -- removed UVXY and VIXM and put SQQQ and SPXU
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 | $2.8M | 2026-10-11 | |
| Backtest slippage cost | $26.9M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, regime-switching, tactical allocation, treasuries, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 70 | 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) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPXL", "SPXU", "SPY", "SQQQ", "TLT", "TQQQ", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 990 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 128.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 22400k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.91% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 264.16% | 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) | 3.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 3.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.44% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.81% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.81% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.12 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
