Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based TQQQ-centered strategy that shifts among 3x tech, 3x S&P 500, inverse Nasdaq, bonds, and volatility based on trend and overbought/oversold signals, with most weight given to recent winners versus bonds.
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.
0.5% 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 ()
6 of 8 funds in its are : 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.
It’s a daily rules-based switcher built around TQQQ (a fund that aims to triple the Nasdaq‑100’s daily move). First it checks if the S&P 500 is in an uptrend (price above its 100‑day average). In uptrends it usually holds TQQQ, but if prices look extremely “hot,” it briefly buys a volatility fund (UVXY). In weak trends it may: buy oversold rebound plays (3x tech or 3x S&P 500), or choose between an inverse Nasdaq fund (SQQQ) and bonds (AGG), depending on short‑term strength. Three sleeves (15/25/50 days) each put most money into whichever has done better recently—the strategy’s pick or bonds—plus a small baseline sleeve that just follows the core rules.
A daily, rules-based TQQQ-centered strategy that shifts among 3x tech, 3x S&P 500, inverse Nasdaq, bonds, and volatility based on trend and overbought/oversold signals, with most weight given to recent winners versus bonds.
Out-of-sample, this daily, rule-based, multi-sleeve strategy targets ~30% annualized returns vs ~20% for the S&P 500, rotating 3x Nasdaq exposure with regime/momentum signals. Higher upside, but larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $536.1M | 2026-10-11 | |
| Backtest regulatory fees | $1.0M | 2026-10-11 | |
| Backtest slippage cost | $10.1M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, etf rotation, leveraged etfs, momentum, regime filter, risk-on/risk-off, tactical asset allocation, trend following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 150 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.83 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,725 | 2026-10-11 | |
| Out-of-sample length | 592 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 108.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5361k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.96% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.39% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.28% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
