Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, tech-heavy strategy that splits across four TQQQ playbooks. It rides uptrends with 3x tech funds and shifts to hedges (SQQQ/UVXY) or bonds when trend, RSI, recent returns, or volatility warn of trouble, aiming to reduce deep drawdowns.
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.
4 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.
0.4% of weight in (IVV: 3.0%)
3 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 ()
88.3% 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 ()
10 of 18 funds in its are : FAS, 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.
Splits your money across 4 rule sets focused on TQQQ (tries to triple the Nasdaq‑100’s daily move; very tech‑heavy). Core idea: ride uptrends, cut risk when trends weaken or fear/overheating appears.<br>Signals used: SPY’s 200‑day avg (big trend), TQQQ’s 20‑day avg (near‑term), RSI (0–100 “heat” gauge), recent 5–10 day returns, and volatility.<br>When strong: hold TQQQ/TECL/SOXL. When weak or fear spikes: use SQQQ (inverse 3x Nasdaq) or bonds; brief UVXY only on panic spikes.
A rules-based, tech-heavy strategy that splits across four TQQQ playbooks. It rides uptrends with 3x tech funds and shifts to hedges (SQQQ/UVXY) or bonds when trend, RSI, recent returns, or volatility warn of trouble, aiming to reduce deep drawdowns.
Out-of-sample, this rules-based tech strategy targets big upside (~54.4% annualized) with Calmar ~1.10 vs SPY, using hedges to manage risk. Higher drawdowns in downturns, but potential to outperform the S&P in tech-led markets.
Collection of okhi2u's fav TQQQ editions I only include editions without complicated overly long code. This version removes v3 as it seems to be the one that contributes least to it performing really well throughout all conditions.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $33.3B | 2026-10-11 | |
| Backtest regulatory fees | $30.2M | 2026-10-11 | |
| Backtest slippage cost | $290.9M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum/rsi, tactical allocation, tech-focused, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 228 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.61 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "BTAL", "FAS", "IEF", "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) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 31 | 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) | 173.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 332743k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 450.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.40% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.65% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.38 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
