Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, daily strategy that mostly rides the Nasdaq (QQQ/TQQQ) in uptrends, eases into a small set of defensive ETFs when things look overheated or weak, and in downtrends alternates between buying oversold dips and low-vol defensive picks. High risk due to leverage.
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 ()
7 of 16 funds in its are : SPXL, SQQQ, TMF, TMV, 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.
Step 1: Is the S&P 500 (SPY) above its 200‑day average (a long‑term trend line)? If yes, ride Nasdaq (QQQ or 3x TQQQ). If it looks “too hot” (RSI, a short‑term hot/cold score, is very high), park in 4 defensive ETFs that are rising. If SPY is below that trend, buy sharp dips (TQQQ/UPRO), or rotate to 4 lower‑vol defensive ETFs; sometimes use SQQQ. Rebalance daily.
A rules-based, daily strategy that mostly rides the Nasdaq (QQQ/TQQQ) in uptrends, eases into a small set of defensive ETFs when things look overheated or weak, and in downtrends alternates between buying oversold dips and low-vol defensive picks. High risk due to leverage.
Regime-switching Nasdaq strategy that rides uptrends and rotates into defensives when overheated. Out-of-sample metrics show higher risk-adjusted returns vs SPY (Sharpe ~1.42, Calmar ~1.87) with strong upside but larger drawdowns in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $175.5M | 2026-10-11 | |
| Backtest regulatory fees | $173k | 2026-10-11 | |
| Backtest slippage cost | $1.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum & rsi, multi-asset defensive rotation, regime switching, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 73 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.93 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "QQQ", "SHY", "SPXL", "SPY", "SQQQ", "TMF", "TMV", "TQQQ", "UPRO", "USO", "UUP", "UVXY", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 52 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 547 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 92.64% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1755k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 91.78% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 312.07% | 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) | 58.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 58.08% | 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) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.04% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.57% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.33% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.51% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
