Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based, high‑octane strategy. It uses the S&P 500’s long‑term trend, short‑term RSI extremes, a bond‑vs‑small‑cap strength check, and volatility spikes to switch among TQQQ/TECL/SPXL (3x bulls), SQQQ (3x short), UVXY (volatility), EUM (short EM), or BSV (bonds).
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 10 funds in its are : EUM, SPXL, SQQQ, TECL, 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.
Each day it: 1) Checks trend: Is the S&P 500 (SPY) above its 200‑day average? If yes, it usually holds TQQQ (3x Nasdaq) unless things look “too hot” (very high RSI), then it parks in UVXY (a fear/volatility fund). 2) If SPY is below its 200‑day average, it sometimes buys sharp dips in tech/S&P (TECL/SPXL) when RSI is very low. Otherwise it rotates among UVXY, TQQQ or EUM, or SQQQ vs BSV, using: TQQQ vs its 20‑day average and whether Treasuries (IEI) are stronger than small‑caps (IWM). RSI ≈ recent gains vs losses (0–100).
A daily, rules‑based, high‑octane strategy. It uses the S&P 500’s long‑term trend, short‑term RSI extremes, a bond‑vs‑small‑cap strength check, and volatility spikes to switch among TQQQ/TECL/SPXL (3x bulls), SQQQ (3x short), UVXY (volatility), EUM (short EM), or BSV (bonds).
Out-of-sample edge: ~36.8% annualized return vs SPY ~19%, aided by regime-driven leverage bets and hedges. Strong upside and diversification, but higher risk (max drawdown ~49%). Ideal for investors who can tolerate volatility for growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $51.0B | 2026-10-11 | |
| Backtest regulatory fees | $110.9M | 2026-10-11 | |
| Backtest slippage cost | $1.1B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum/rsi, regime filter, tactical asset allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 56 | 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", "EUM", "IEI", "IWM", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 443 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 181.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 510278k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.32% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 55.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 55.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
