Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based blend of two TQQQ-centered playbooks. It rides tech strength, buys select dips, and quickly flips to cash, short QQQ, or volatility when stress hits. Heavy use of 3× ETFs means big swings—the rules aim to sidestep deep drops.
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 14 funds in its are : SOXL, SPXL, SQQQ, TECL, TMF, 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.
Daily, rules-based. It mainly rides TQQQ (a 3× Nasdaq fund) when prices trend up (above their moving averages—simple “trend lines”). RSI, a short-term heat meter of recent up vs down days, guides buy-dip vs take-risk-off calls. If things get overheated or plunge fast, it shifts to protection: cash-like T‑Bills (BIL), short QQQ (SQQQ), or volatility (UVXY). In panics it may buy quick‑rebound plays (SOXL/TECL/SPXL). Bond signals help avoid rough patches.
A daily, rules-based blend of two TQQQ-centered playbooks. It rides tech strength, buys select dips, and quickly flips to cash, short QQQ, or volatility when stress hits. Heavy use of 3× ETFs means big swings—the rules aim to sidestep deep drops.
Dual-rule, tech-led strategy seeks outsized OOS upside (~39.9% annualized vs SPY 17.6%), with hedges (SQQQ, UVXY, cash) to limit losses. Higher drawdowns expected, but Calmar ~1.03 signals balanced risk-adjusted edge vs S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $36.3B | 2026-10-11 | |
| Backtest regulatory fees | $50.8M | 2026-10-11 | |
| Backtest slippage cost | $489.8M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, tactical allocation, tech-heavy, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 118 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.70 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "IEF", "QQQ", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 560 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 174.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 363086k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 111.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.16% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.12 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
