Composer · investment strategy
by Composer Technologies · via Composer
Daily, all-in rotation among TQQQ, UVXY, TECL, UPRO, SQQQ, or TLT using SPY/QQQ trend filters and 10‑day RSI. It rides tech uptrends, bets on bounces in selloffs, or shifts to volatility spikes/shorts/treasuries when conditions warrant.
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 9 funds in its are : PSQ, 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 picks 1 ETF. First, is SPY above its 200‑day average (long-term uptrend)? If yes, hold TQQQ (3x Nasdaq) unless QQQ or SPY looks “too hot” (10‑day RSI > ~80), then switch to UVXY (volatility bet). If not, try oversold bounces (TECL if QQQ RSI<31, else UPRO if SPY RSI<30). If no bounce: if QQQ<20‑day avg pick the stronger of SQQQ (3x short Nasdaq) or TLT (Treasuries); else if PSQ RSI<31 use SQQQ; otherwise TQQQ. RSI=0‑100 “hot/cold” score.
Daily, all-in rotation among TQQQ, UVXY, TECL, UPRO, SQQQ, or TLT using SPY/QQQ trend filters and 10‑day RSI. It rides tech uptrends, bets on bounces in selloffs, or shifts to volatility spikes/shorts/treasuries when conditions warrant.
Out-of-sample, this strategy targets tech rallies and volatility spikes, delivering ~110% annualized return vs ~28% for S&P, with Calmar ~3.15 and Sharpe ~1.65. Expect higher drawdowns (~35%), offering strong upside for risk-tolerant investors seeking leadership.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20.6B | 2026-10-11 | |
| Backtest regulatory fees | $11.5M | 2026-10-11 | |
| Backtest slippage cost | $110.8M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, tactical rotation, trend-following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 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[ "PSQ", "QQQ", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 229 | 2026-10-11 | |
| Watchers | 70 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 365 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 163.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 206194k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 110.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 194.73% | 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) | 42.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.19 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.51 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
