Composer · investment strategy
by Composer Technologies · via Composer
Ride tech with TQQQ in uptrends, hedge frothy spots with a 50/50 UVXY/BIL mix, and in downtrends rotate among 3× tech/S&P bounce plays, inverse Nasdaq (SQQQ), or Treasuries (TLT) using short‑term “heat” gauges. Very volatile; rebalances 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.
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 ()
6 of 9 funds in its are : SPXL, 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.
It’s a daily switcher built on two simple ideas: trend and “heat.” - Trend: If the S&P 500 is above its 200‑day average (an uptrend), default to TQQQ (3× Nasdaq). If short‑term “heat” (RSI, a 0–100 gauge of recent gains) is very high, park 50/50 in UVXY (volatility) and BIL (T‑bills). - If not in an uptrend: buy oversold bounces in TECL (3× tech) or UPRO (3× S&P). If no bounce, pick the stronger of SQQQ (−3× Nasdaq) or TLT (Treasuries); otherwise SQQQ if oversold, else TQQQ.
Ride tech with TQQQ in uptrends, hedge frothy spots with a 50/50 UVXY/BIL mix, and in downtrends rotate among 3× tech/S&P bounce plays, inverse Nasdaq (SQQQ), or Treasuries (TLT) using short‑term “heat” gauges. Very volatile; rebalances daily.
Out-of-sample annualized return 61.8% vs S&P 18.2%; Sharpe ~1.07; Calmar ~1.23. Max drawdown ~50% vs ~19% for the S&P. Tech-heavy, trend-hedged approach seeks bigger upside with disciplined risk control.
Original FTLT reddit, but when OB do UVXY/BIL instead of just UVXY
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.0B | 2026-10-11 | |
| Backtest regulatory fees | $3.0M | 2026-10-11 | |
| Backtest slippage cost | $29.3M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, tactical, tech-heavy, treasuries, trend + mean-reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 532 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 140.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 50057k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 176.54% | 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) | 41.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.66% | 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) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.19% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.83 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.52% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.16 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
