Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule‑based, tech‑focused strategy that rides uptrends with 3× ETFs like TQQQ and quickly cuts risk or shorts the Nasdaq when trends break. Uses a long‑term trend line and a “heat meter” (RSI) to buy dips, hedge, or move to bonds/defensives.
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 ()
22 of 36 funds in its are : NRGD, NRGU, PSQ, QLD, ROM, SH, SOXL, SOXS, SPXL, SQQQ, SSO, SVXY, TECL, TECS, TMF, TNA, TQQQ, TZA, UDOW, UPRO, URTY, 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.
Daily rules try to ride tech uptrends and step aside in selloffs.<br>• Uptrend (SPY above 200‑day avg): hold the strongest of TQQQ/SOXL/TECL/UPRO, sometimes with a small SVXY. If prices look overheated (RSI very high), hedge briefly with UVXY.<br>• Downtrend/sideways: if tech is washed‑out (RSI very low), take a small dip‑buy; otherwise cut risk into PSQ/SQQQ (inverse Nasdaq) or Treasuries/defensives (TLT/BSV/XLP/SPLV). Bigger QQQ drops push more defensive.<br>RSI = 0–100 “heat meter.” 200‑day avg = long‑term trend line.
A daily, rule‑based, tech‑focused strategy that rides uptrends with 3× ETFs like TQQQ and quickly cuts risk or shorts the Nasdaq when trends break. Uses a long‑term trend line and a “heat meter” (RSI) to buy dips, hedge, or move to bonds/defensives.
Out-of-sample, this leveraged tech strategy targets ~83% annualized return vs ~28% for the S&P, with Calmar ~2.82. Higher upside with disciplined trend hedging and adaptive risk controls for momentum-focused investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $24k | 2026-10-11 | |
| Backtest regulatory fees | $37 | 2026-10-11 | |
| Backtest slippage cost | $252 | 2026-10-11 |
| AI categories (Composer) | leveraged etf rotation, mean reversion, tactical allocation, tech momentum, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,902 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.63 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "BTAL", "DIA", "EWZ", "NRGD", "NRGU", "PSQ", "QLD", "QQQ", "ROM", "SH", "SHY", "SMH", "SOXL", "SOXS", "SPLV", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TECS", "TLT", "TMF", "TNA", "TQQQ", "TZA", "UDOW", "UPRO", "URTY", "UUP", "UVXY", "VIXY", "XLP" ] | 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) | 2.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 240 | 2026-10-11 | |
| Watchers | 72 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 366 | 2026-10-11 | |
| Out-of-sample length | 366 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 83.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 141.43% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 83.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.93% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.50% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 28.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
