Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, trend/momentum strategy around big tech. Rides uptrends with TQQQ, flips to UVXY on extreme heat, buys oversold tech/semis bounces (TECL/SOXL), or hedges with SQQQ or short bonds (BSV) when trend is down; often keeps ~20% cash.
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.
0.5% 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. : 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 6 funds in its are : SOXL, 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.
First check trend: if TQQQ (3x Nasdaq‑100) is above its 200‑day avg, hold TQQQ—unless its 10‑day RSI (0–100 heat gauge) >79, then hold UVXY (volatility spikes). If below the 200‑day: try oversold bounces—TECL (3x tech) if TQQQ RSI <31, else SOXL (3x semis) if its RSI <30. Otherwise, when TQQQ is under its 20‑day, pick the stronger of SQQQ (3x inverse Nasdaq) or BSV (short bonds). Often keeps ~20% cash.
Aggressive, trend/momentum strategy around big tech. Rides uptrends with TQQQ, flips to UVXY on extreme heat, buys oversold tech/semis bounces (TECL/SOXL), or hedges with SQQQ or short bonds (BSV) when trend is down; often keeps ~20% cash.
Out-of-sample edge: Sharpe 1.51 vs 1.17, Calmar 2.35, and annualized return ~110% vs SPY ~19%. Strong risk-adjusted upside across regimes with disciplined downside controls and tactical tech/levered ETFs.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.5B | 2026-10-11 | |
| Backtest regulatory fees | $8.7M | 2026-10-11 | |
| Backtest slippage cost | $84.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, tech/nasdaq focus, trend/momentum, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "BSV", "SOXL", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 5,714 | 2026-10-11 | |
| Watchers | 1,530 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 1,060 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 155.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 125255k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 110.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 2193% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.35 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.47% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
