Composer · investment strategy
by Composer Technologies · via Composer
Owns leveraged tech for growth, but auto-hedges with inverse QQQ, Treasuries, and VIX funds when markets overheat or break trend. Adds a bond-momentum sleeve and small volatility/short-SPY trades to reduce big 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.
6 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.
0.3% 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. : 99% · 2026-10-11 ()
64.0% 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 ()
8 of 21 funds in its are : PSQ, SH, SVXY, TECL, TMF, TMV, TQQQ, 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.
Core: ride the Nasdaq-100 uptrend with TQQQ/QLD (leveraged tech). If trends weaken or get “too hot,” it hedges: flips to PSQ (inverse QQQ), parks in short Treasuries (SHV/SHY), or buys VIX funds (VIXY/UVXY). A bond sleeve switches between TMF (long 20+yr Treasuries) and TMV (short) by momentum. Two small sleeves trade volatility (SVXY/VIXY) and sometimes short the S&P 500. Rules use moving averages and “hot/cold” readings (RSI).
Owns leveraged tech for growth, but auto-hedges with inverse QQQ, Treasuries, and VIX funds when markets overheat or break trend. Adds a bond-momentum sleeve and small volatility/short-SPY trades to reduce big drawdowns.
Out-of-sample, this strategy targets ~50% annualized returns vs ~18% for the S&P, with Sharpe ~1.28 vs ~1.04. Dynamic hedges and bond/vol sleeves aim for big upside with risk control—though drawdowns can be larger (~27%).
Garren Philips QLD for the long term (BT 2006) w/ TQQQ. Hedged with DereckN System.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $29.5M | 2026-10-11 | |
| Backtest regulatory fees | $42k | 2026-10-11 | |
| Backtest slippage cost | $361k | 2026-10-11 |
| AI categories (Composer) | bond momentum, inverse etfs, leveraged tech trend-following, risk-on/off switching, tactical hedging, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 188 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "PSQ", "QQQ", "SH", "SHV", "SHY", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UVXY", "VIXM", "VIXY", "VTI", "XLK" ] | 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) | 1.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,752 | 2026-10-11 | |
| Out-of-sample length | 449 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 71.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 295k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.09% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.08 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
