Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, high-risk strategy that equal-weights 5 signals to switch among 3x tech/Nasdaq (TQQQ/TECL), 3x S&P (UPRO), short Nasdaq (PSQ/QID/SQQQ), Treasuries (TLT), or VIX hedges (VIXY/UVXY) using a 200‑day trend and a 0–100 hot/cold score (RSI).
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.
3 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.
0.1% of weight in (IVV: 3.0%)
2 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 ()
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 ()
9 of 19 funds in its are : PSQ, QID, SH, SPXL, SQQQ, TECL, 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.
Each day it runs 5 mini-models and splits money equally across their picks. First, if stocks look extremely “hot” (RSI ≈ a 0–100 hot/cold score) it buys VIX funds (VIXY/UVXY). If tech looks extremely “cold,” it buys 3x tech (TECL). Otherwise, each mini-model checks the long-term trend (200‑day avg), short-term hot/cold (RSI), and bonds vs cash strength to choose: 3x Nasdaq (TQQQ) or 3x S&P (UPRO), 1–3x short Nasdaq (PSQ/QID/SQQQ), or long Treasuries (TLT).
A daily, rules-based, high-risk strategy that equal-weights 5 signals to switch among 3x tech/Nasdaq (TQQQ/TECL), 3x S&P (UPRO), short Nasdaq (PSQ/QID/SQQQ), Treasuries (TLT), or VIX hedges (VIXY/UVXY) using a 200‑day trend and a 0–100 hot/cold score (RSI).
Out-of-sample: ~32% annualized return vs SPY ~17.5%, with a Calmar ~0.86 and diversified leverage/hedges. Higher growth potential, but larger drawdowns (~37%). Suitable for investors willing to take elevated risk for bigger upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4B | 2026-10-11 | |
| Backtest regulatory fees | $2.3M | 2026-10-11 | |
| Backtest slippage cost | $22.0M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etfs, leveraged etfs, momentum, tactical asset allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 263 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.71 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "FDN", "IEF", "PSQ", "QID", "QQQ", "SH", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VIXY", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 566 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 120.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13982k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.62% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.00% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.16 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
