Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based shifts among 3x tech (TQQQ/TECL), 3x S&P (UPRO), short tech (SQQQ), volatility (UVXY), or short‑term bonds (BSV), using a long‑term trend filter and short‑term “heat” readings. Aim: ride tech uptrends, sidestep selloffs, buy deep dips; very volatile.
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 ()
6 of 8 funds in its are : PSQ, SQQQ, TECL, TQQQ, 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.
Each day it checks: (1) Long‑term trend (is the S&P 500 above its 200‑day average?). (2) Short‑term “heat” (RSI: 0–100; high=run‑up, low=washed‑out). In uptrends it mainly holds TQQQ, but shifts to UVXY if heat is extreme. In downtrends it buys deep dips (TECL/UPRO), hides in UVXY or short‑term bonds (BSV) if fear spikes, or picks SQQQ vs TQQQ based on short‑term trend.
Daily, rules‑based shifts among 3x tech (TQQQ/TECL), 3x S&P (UPRO), short tech (SQQQ), volatility (UVXY), or short‑term bonds (BSV), using a long‑term trend filter and short‑term “heat” readings. Aim: ride tech uptrends, sidestep selloffs, buy deep dips; very volatile.
Out-of-sample annualized return ~60% vs SPY ~23%, Calmar ~1.21, with crash hedges (UVXY/SQQQ). It rides tech uptrends and tactically hedges downturns for higher long-term growth than SPY—at the cost of larger drawdowns and volatility.
Slightly modded version of Dereck Nielsen's algo with higher returns during most 1/2/3/5 year periods from Jan 2012 - present.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $90.8B | 2026-10-11 | |
| Backtest regulatory fees | $71.2M | 2026-10-11 | |
| Backtest slippage cost | $686.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum/rsi, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 52 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "PSQ", "SPY", "SQQQ", "TECL", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 236 | 2026-10-11 | |
| Watchers | 113 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,001 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 192.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 907617k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 553.88% | 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) | 30.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.05% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.76 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
