Composer · investment strategy
by Composer Technologies · via Composer
Mostly rides a 4x S&P 500 note in uptrends. When it looks overheated, it briefly switches to a volatility fund. In downtrends, it sometimes buys oversold dips; otherwise it rotates to a bear Nasdaq fund or to long Treasuries based on short‑term strength.
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.
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.
0.0% of weight in (IVV: 3.0%)
No funds · not identified: SPYU 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 7 funds in its are : SPXL, SPYU, 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.
Each day: if the S&P 500 is above its 200‑day average, hold a 4x S&P note (SPYU) unless short‑term “heat” says it’s too hot—then park in a volatility fund (UVXY) briefly. If below, buy sharp dips with SPYU; otherwise rotate to either a bear Nasdaq fund (SQQQ) or long Treasuries (TLT), whichever looks stronger short term.
Mostly rides a 4x S&P 500 note in uptrends. When it looks overheated, it briefly switches to a volatility fund. In downtrends, it sometimes buys oversold dips; otherwise it rotates to a bear Nasdaq fund or to long Treasuries based on short‑term strength.
Higher upside than SPY: outsized oos annualized return (~31% vs ~18%), driven by disciplined leverage in uptrends and strategic hedges in pullbacks. Accept higher risk and bigger drawdowns (55%+). Best for long-horizon, risk-tolerant investors seeking growth.
Original FTLT reddit, but SPYU instead of TECL or TQQQ
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38k | 2026-10-11 | |
| Backtest regulatory fees | $33 | 2026-10-11 | |
| Backtest slippage cost | $196 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged funds, momentum and mean-reversion, tactical trading, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPXL", "SPY", "SPYU", "SQQQ", "TLT", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 713 | 2026-10-11 | |
| Out-of-sample length | 532 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.32% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 280.87% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.09% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.44% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.28% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.26% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
