Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy timing system: rides TQQQ in uptrends, flips to UVXY when markets look overheated, and to SQQQ or short‑term bonds when trends break. Uses a long‑term trend line and a short‑term RSI “heat” meter to decide.
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 8 funds in its are : SOXL, 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.
First, check the market’s long‑term trend (S&P 500 above/below its 200‑day average). In uptrends, it usually holds TQQQ (3× Nasdaq‑100), but if prices look very “hot” short‑term (RSI, a 0–100 heat meter, is high), it briefly switches to UVXY (volatility). If the trend breaks, it rotates into TECL/SOXL on dips or into SQQQ (3× short Nasdaq) or BSV (short‑term bonds). In weak markets it sits in UVXY more often.
Aggressive, tech‑heavy timing system: rides TQQQ in uptrends, flips to UVXY when markets look overheated, and to SQQQ or short‑term bonds when trends break. Uses a long‑term trend line and a short‑term RSI “heat” meter to decide.
Out-of-sample edge: ~62% annualized returns vs SPY ~17%, Sharpe ~1.08, Calmar ~1.65. Tech-heavy, with UVXY hedges to ride rallies and limit crashes. Higher volatility/drawdowns than SPY, but potential for outsized upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $96.3B | 2026-10-11 | |
| Backtest regulatory fees | $67.2M | 2026-10-11 | |
| Backtest slippage cost | $648.2M | 2026-10-11 |
| AI categories (Composer) | high risk, leveraged etfs, momentum/mean‑reversion, tech‑heavy, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 116 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 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) | 3.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 568 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 193.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 962899k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 62.11% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 197.67% | 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) | 36.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
