Composer · investment strategy
by Composer Technologies · via Composer
A TQQQ‑centric, rules‑driven strategy: ride tech uptrends hard, step aside when overheated, buy dips when washed out, and hide in inverse Nasdaq, volatility, or bonds in downtrends. Very high risk due to leveraged ETFs and UVXY.
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.
5 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.
0.9% of weight in (IVV: 3.0%)
4 funds (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 ()
89.9% 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 ()
11 of 19 funds in its are : FAS, QLD, SOXL, SOXS, SPXL, SQQQ, TECL, TQQQ, UPRO, UVXY, UWM
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.
First it checks if the broad market (SPY) is in an uptrend (price above its 200‑day average). If yes, it mostly rides tech via TQQQ (3x Nasdaq). When things look “too hot” (RSI, a 0–100 heat meter; >~80), it flips to UVXY (volatility) or SQQQ (inverse Nasdaq). When “too cold” (RSI <~30), it buys dips in TQQQ/TECL/SOXL (3x tech/semis). If trends turn down (SPY weak or TQQQ below 20‑day), it shifts to SQQQ or bonds (TLT/BSV). One variant also “surfs” 2 weak funds short‑term.
A TQQQ‑centric, rules‑driven strategy: ride tech uptrends hard, step aside when overheated, buy dips when washed out, and hide in inverse Nasdaq, volatility, or bonds in downtrends. Very high risk due to leveraged ETFs and UVXY.
Tech-driven, out-of-sample returns: ~62% annualized vs ~21% for SPY, with Calmar ~1.43. Higher upside and tactical hedges, but larger drawdowns (~43%). Suited for risk-tolerant investors seeking strong alpha from Nasdaq tech momentum.
Collection of okhi2u's fav TQQQ editions I only include editions without complicated overly long code.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38.2B | 2026-10-11 | |
| Backtest regulatory fees | $44.5M | 2026-10-11 | |
| Backtest slippage cost | $429.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum + mean reversion, regime filter (200dma), tech/nasdaq focus, volatility/bond hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 293 | 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) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "BTAL", "FAS", "IEF", "QLD", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "SUB", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "UWM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 34 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 988 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 175.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 382021k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 62.50% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 572.16% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.28% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.08% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.37% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.77% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.67% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
