Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based swing strategy centered on TQQQ: ride Nasdaq uptrends, hedge when overheated, and in downtrends flip between rebound attempts (3× tech/S&P) and defense (inverse Nasdaq or Treasuries). Very high risk.
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 9 funds in its are : SPXL, 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 trend and short‑term “hot/cold” gauges. If the Nasdaq‑100 is above its 200‑day average (uptrend), it holds TQQQ (3× Nasdaq) unless things look overheated—then it briefly moves to UVXY (volatility). If below (downtrend), it either tries quick rebounds with TECL/UPRO (3× tech/S&P) or goes defensive with SQQQ (inverse Nasdaq) or TLT (Treasuries), choosing what looks stronger.
Daily, rules‑based swing strategy centered on TQQQ: ride Nasdaq uptrends, hedge when overheated, and in downtrends flip between rebound attempts (3× tech/S&P) and defense (inverse Nasdaq or Treasuries). Very high risk.
Out-of-sample, this leveraged, trend-following strategy delivered ~76% annualized returns with a ~1.20 Sharpe and ~2.09 Calmar, beating SPY (~18% return, ~1.09 Sharpe); note higher drawdowns (~36% vs ~19%), signaling strong upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.4B | 2026-10-11 | |
| Backtest regulatory fees | $4.9M | 2026-10-11 | |
| Backtest slippage cost | $47.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, nasdaq/tech focus, rsi/momentum, tactical rotation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 36 | 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[ "QQQ", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 513 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 148.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 83598k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 216.92% | 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) | 29.97% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.96% | 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) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.53 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
