Composer · investment strategy
by Composer Technologies · via Composer
A rule-based, tech‑tilted strategy: ride uptrends aggressively with TQQQ/TECL/UPRO, and quickly cut risk to cash or inverse funds (PSQ/SQQQ/VIXY) when momentum weakens or gets too hot, guided by RSI, moving averages, and bond/volatility signals.
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.
1 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 ()
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 ()
6 of 15 funds in its are : PSQ, SH, SQQQ, TECL, TQQQ, UPRO
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 Macro signals 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.
Two playbooks: attack vs defense. First, if SPY is above its 200‑day average (uptrend), it mainly rides tech with TQQQ (3x QQQ), buying dips via TECL (3x Tech) or UPRO (3x S&P). If momentum cools or gets too hot, it steps to cash (BIL) or hedges with VIXY/PSQ/SQQQ. If SPY is below, it stays defensive (cash or inverse QQQ) until trend/momentum recover. RSI = 0–100 heat gauge; MAs = trend lines.
A rule-based, tech‑tilted strategy: ride uptrends aggressively with TQQQ/TECL/UPRO, and quickly cut risk to cash or inverse funds (PSQ/SQQQ/VIXY) when momentum weakens or gets too hot, guided by RSI, moving averages, and bond/volatility signals.
Out-of-sample, this strategy targets higher upside than the S&P 500: ~54% annualized vs ~18%, with Calmar ~1.24 and Sharpe ~1.02. Trend hedging and rotations ride tech uptrends while aiming to limit losses—note larger drawdowns in bears.
Made by: Guybogles (Discord username: aly9923); Please feel free to change the 60d SPY RSI check to whatever you feel comfortable with (default is QQQ).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $647.5B | 2026-10-11 | |
| Backtest regulatory fees | $1.4B | 2026-10-11 | |
| Backtest slippage cost | $4.3B | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, momentum, risk management, tactical rotation, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 275 | 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) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "IEF", "PSQ", "QQQ", "SH", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TQQQ", "UPRO", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.05 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 162 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,960 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 214.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6474631k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 153.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -13.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 49.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 48.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -21.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.71% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.50% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 64.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.31% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
