Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy, rules‑based trader: rides uptrends with 3x Nasdaq (TQQQ), buys big dips, and hides in T‑Bills, Treasuries, or volatility hedges when markets get hot or weak. A SPY 200‑day line sets bull vs bear regime. Rebalanced 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.
6 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.
0.3% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
: 8.6% (DBO 9% × 1.00), shown separately from fossil-fuel companies.
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 ()
66.1% 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 ()
16 of 29 funds in its are : PSQ, SCO, SH, SOXL, SPXL, SPXS, SQQQ, SVXY, TECL, TECS, TMF, TQQQ, TYO, UGL, 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.
Tickers: TQQQ=3x Nasdaq‑100; TECL=3x tech; UPRO=3x S&P 500; SQQQ/PSQ=short Nasdaq; TMF/TLT/IEF=US Treasuries; BIL/SHV/BSV=T‑Bills/short bonds (cash‑like); VIXY=volatility; UGL=gold. Others appear occasionally.<br>Signals: 200‑day=long‑term trend; moving average=recent average; RSI=short‑term “hot/cold”; drawdown=max recent drop.<br>Playbook: Above the 200‑day, go on offense—own TQQQ when QQQ trends and isn’t overheated; if it spikes/overheats, step to T‑Bills or VIXY; if washed‑out, buy dips (TQQQ/TECL/UPRO). If trend weakens or bonds lead, move to cash/bonds. Below the 200‑day, favor hedges (SQQQ/SPXS), Treasuries, and sometimes gold. Checked daily.
Aggressive, tech‑heavy, rules‑based trader: rides uptrends with 3x Nasdaq (TQQQ), buys big dips, and hides in T‑Bills, Treasuries, or volatility hedges when markets get hot or weak. A SPY 200‑day line sets bull vs bear regime. Rebalanced daily.
Out-of-sample, this strategy targets massive upside with ~60% annualized return and Calmar ~1.47, outperforming the S&P on risk-adjusted upside. Note: drawdowns ~41% due to 3x leverage, with regime-based hedges to mitigate risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.6B | 2026-10-11 | |
| Backtest regulatory fees | $4.0M | 2026-10-11 | |
| Backtest slippage cost | $38.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean-reversion, multi-asset, risk-on/off, tactical, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 482 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBO", "IEF", "PSQ", "QQQ", "SCO", "SH", "SHV", "SOXL", "SPXL", "SPXS", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TLT", "TMF", "TQQQ", "TYO", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,749 | 2026-10-11 | |
| Out-of-sample length | 677 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 131.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 26478k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 253.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.97% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.10% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.01 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.73 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.98% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.83% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
