Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced basket that rides Nasdaq‑100 uptrends with TQQQ, shifts to Treasuries or inverse Nasdaq (SQQQ) in weak markets, and briefly buys “fear” (UVXY) when things look overheated. Uses a 200‑day trend filter and short‑term heat (RSI) signals.
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.
0.4% 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 ()
83.2% 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 17 funds in its are : SOXL, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, TTT, 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.
Goal: ride big‑tech uptrends with TQQQ, cut damage in selloffs.<br>Trend check: if the S&P 500 (SPY) is above its 200‑day line, play offense; otherwise, play defense.<br>RSI = a short‑term “heat” gauge (high=hot, low=cold).<br>Offense: hold TQQQ/TECL; if heat is extreme, briefly buy UVXY (“fear”).<br>Defense: use SQQQ (goes up when Nasdaq falls) or Treasuries (TLT/TMF/SHY/BIL). Sharp weekly drops trigger buy‑the‑dip or short, then back to TQQQ. Rebalanced daily.
A daily‑rebalanced basket that rides Nasdaq‑100 uptrends with TQQQ, shifts to Treasuries or inverse Nasdaq (SQQQ) in weak markets, and briefly buys “fear” (UVXY) when things look overheated. Uses a 200‑day trend filter and short‑term heat (RSI) signals.
Tech-led upside with risk guards: Out-of-sample annualized return 59.66% vs SPY 21.16%; Calmar 1.29; max OOS drawdown 46.31% (SPY 18.76%). Daily-rebalanced with hedges (SQQQ, Treasuries, UVXY) to pursue gains and cushion downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.7B | 2026-10-11 | |
| Backtest regulatory fees | $7.1M | 2026-10-11 | |
| Backtest slippage cost | $68.4M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, tactical allocation, tech/nasdaq focus, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 230 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "QQQ", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TTT", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 61 | 2026-10-11 | |
| Watchers | 34 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,653 | 2026-10-11 | |
| Out-of-sample length | 992 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 146.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 47450k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 531.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.44% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 44.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 44.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.57% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.22% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.51% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.64 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
