Composer · investment strategy
by Composer Technologies · via Composer
Tech-heavy tactical strategy that rides TQQQ in uptrends, hedges with UVXY/T‑bills when overheated, and in downtrends either buys oversold tech/chips for bounces or flips to SQQQ/cash using 20/50/200‑day trends and a 10‑day RSI.
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 ()
5 of 7 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.
It rides big-tech uptrends and gets defensive when risk rises.<br>RSI(10) = 0–100 “hot/cold” meter of recent moves. Moving averages (20/50/200‑day) = average price; above = uptrend.<br>ETFs: TQQQ=3x Nasdaq-100; TECL=3x tech; SOXL=3x chips; SQQQ=3x short Nasdaq; UVXY=volatility; BIL/BSV=short bonds.<br>Rules: If TQQQ > 200d MA → hold TQQQ unless RSI>79, then 66% UVXY+34% BIL. If ≤200d: if RSI(TQQQ)<35 → TECL; else if RSI(SOXL)<30 → SOXL; else if TQQQ<50d: if >20d → TQQQ, otherwise pick stronger of SQQQ or BSV; if ≥50d → TQQQ.
Tech-heavy tactical strategy that rides TQQQ in uptrends, hedges with UVXY/T‑bills when overheated, and in downtrends either buys oversold tech/chips for bounces or flips to SQQQ/cash using 20/50/200‑day trends and a 10‑day RSI.
Out-of-sample annualized return ~74.5% vs SPY ~20.8%, with Calmar ~1.87 and Sharpe ~1.22—strong risk-adjusted upside from tech leadership and tactical hedges. Note higher drawdowns in severe downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $626.5M | 2026-10-11 | |
| Backtest regulatory fees | $486k | 2026-10-11 | |
| Backtest slippage cost | $4.7M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, tactical, tech-focused, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "SOXL", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 108.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6264k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.50% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 369.55% | 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) | 29.08% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.07% | 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) | 1.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
