Composer · investment strategy
by Composer Technologies · via Composer
Daily, it toggles among TQQQ (3× Nasdaq‑100), SQQQ (−3×), UVXY (volatility), and BSV (short bonds). A long‑term trend filter plus short‑term “hot/cold” and volatility checks buy big dips, cool overheated rallies, or step aside.
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.
2 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 ()
4 of 7 funds in its are : SPXL, SQQQ, 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.
1) Big-picture filter: if SPY is above its 200‑day average (uptrend), go risk‑on; else be defensive.<br>2) In uptrends, default to TQQQ (3× Nasdaq‑100). Switch briefly if: gains look too hot (RSI—hot/cold, 0–100—very high) → UVXY; a 5‑day slump then snapback → SQQQ; swings are wild → park in BSV.<br>3) In downtrends, only buy extreme dips (very low RSI); otherwise rotate among SQQQ, UVXY, or BSV using short‑term trend and heat.
Daily, it toggles among TQQQ (3× Nasdaq‑100), SQQQ (−3×), UVXY (volatility), and BSV (short bonds). A long‑term trend filter plus short‑term “hot/cold” and volatility checks buy big dips, cool overheated rallies, or step aside.
Out-of-sample: ~78% annualized return vs SPY’s ~22%. Calmar ~1.54, Sharpe ~1.33—strong risk-adjusted upside versus the S&P, but higher drawdowns (~50% vs ~19%), i.e., bigger swings with bigger upside.
Original name: TQQQ For The Long Term V4 | No Single Stocks | Pietros Maneos & Raekon mod v1.3 | 256.8%/40.6%DD from 28 Oct 2011 (Invest Copy) Made by /u/derecknielsen & V3 is modified by Garen Phillips. Pietros Maneos was hesitant to use single stocks, so he amended the Better QQQ with LETFs. Raekon modified some of the ETF choices in order to boost gains while simultaneously lowering the number of trading days, which will give even better tax adjusted returns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $59.6B | 2026-10-11 | |
| Backtest regulatory fees | $64.3M | 2026-10-11 | |
| Backtest slippage cost | $620.4M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, nasdaq-100 focus, risk-managed, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 67 | 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", "QQQ", "SPXL", "SPY", "SQQQ", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 46 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 867 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 184.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 596394k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 78.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 631.31% | 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) | 0.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -7.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.63% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.60 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.65% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
