Composer · investment strategy
by Composer Technologies · via Composer
Rides big‑tech uptrends via TQQQ, but when markets look overheated it flips to crash insurance (UVXY/BTAL). In downtrends it leans defensive with UVXY or bonds and may short Nasdaq (SQQQ). Rules update and rebalance daily.
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 22 funds in its are : PSQ, SQQQ, TECL, 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.
Each day it checks two things: heat and trend. Heat: if many indexes/sectors look overheated (a 0–100 recent‑gains gauge near 80+), it buys crash insurance: UVXY (volatility fund), sometimes 75/25 with BTAL (anti‑beta hedge). If not overheated: if the long‑term trend is up, it rides TQQQ (3× Nasdaq), briefly flipping to SQQQ (inverse) after sharp drops. If the trend breaks, it shifts to UVXY or bonds (TLT/BSV). Rebalanced daily.
Rides big‑tech uptrends via TQQQ, but when markets look overheated it flips to crash insurance (UVXY/BTAL). In downtrends it leans defensive with UVXY or bonds and may short Nasdaq (SQQQ). Rules update and rebalance daily.
Out-of-sample annualized return ~41% vs SPY ~18%, driven by tactical Nasdaq exposure with crash insurance and risk controls. Higher upside and diversification, but expect higher volatility and max drawdown (~55% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3557.2B | 2026-10-11 | |
| Backtest regulatory fees | $2.2B | 2026-10-11 | |
| Backtest slippage cost | $3.7B | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, risk-on/risk-off, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 146 | 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", "BTAL", "IOO", "PSQ", "QQQ", "QQQE", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLE", "XLF", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 503 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 289.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 35571891k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.61% | 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) | 13.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.11% | 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) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 69.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.09% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
