Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based swing in and out of 3x tech ETFs. Own TQQQ when short- and long-term trends look strong; park in T‑Bills (SHV) when momentum weakens; hedge or fade extremes with SQQQ/UVXY; occasionally buy TECL after sharp tech selloffs.
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%)
1 fund (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 ()
0.0% 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 : PSQ, SQQQ, TECL, 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.
Daily rotation using trend and overbought/oversold signals.<br>- 20‑day avg = recent typical price. Above it = risk‑on; below = risk‑off.<br>- RSI flags hot/cold moves. PPO checks momentum (fast vs slow). 200‑day avg = long trend.<br>Risk‑on: if QQQ/SPY overheated (RSI >~80) hold UVXY; if TQQQ spikes >~+8.5% use SQQQ; else if 200‑day and PPO positive, own TQQQ; otherwise SHV.<br>Risk‑off: if TQQQ very oversold (RSI <~31) try TECL for a bounce; else SHV.<br>Tickers: TQQQ=3x Nasdaq‑100; TECL=3x Tech; SQQQ=3x inverse; UVXY=volatility; SHV=T‑Bills.
A daily, rules-based swing in and out of 3x tech ETFs. Own TQQQ when short- and long-term trends look strong; park in T‑Bills (SHV) when momentum weakens; hedge or fade extremes with SQQQ/UVXY; occasionally buy TECL after sharp tech selloffs.
Out-of-sample upside is compelling: ~55% annualized return vs ~20% for SPY, with Calmar ~1.11 and Sharpe ~1.05. Expect larger drawdowns (~50%), but hedges and tech rotations seek bigger, longer-lasting gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $22.0B | 2026-10-11 | |
| Backtest regulatory fees | $76.5M | 2026-10-11 | |
| Backtest slippage cost | $739.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, systematic, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 452 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "IEF", "PSQ", "QQQ", "SHV", "SPY", "SQQQ", "TECL", "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) | 2.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 59 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 608 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 164.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 219707k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 190.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.73% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 68.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 83.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.98% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
