Composer · investment strategy
by Composer Technologies · via Composer
Ride tech uptrends with TQQQ; when the market looks too hot, park in bonds and a volatility hedge. In downtrends, hold 70% short‑term bonds and use 30% to tactically buy oversold rebounds or go short (SQQQ) until strength returns.
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 ()
5 of 7 funds in its are : 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.
1) If SPY > its 200‑day avg (uptrend), hold TQQQ (3x Nasdaq). If very hot (10‑day RSI: TQQQ>79 or SPXL>80), switch to 50% BSV (short bonds) + 50% UVXY (volatility). 2) If SPY ≤ 200‑day avg (downtrend), keep 70% BSV. Use 30% to: buy rebounds (TECL if TQQQ RSI<31; else SPXL if SPY RSI<30); otherwise follow short‑term trend (TQQQ if >20‑day avg; else pick stronger of SQQQ or BSV). RSI=0–100 heat score.
Ride tech uptrends with TQQQ; when the market looks too hot, park in bonds and a volatility hedge. In downtrends, hold 70% short‑term bonds and use 30% to tactically buy oversold rebounds or go short (SQQQ) until strength returns.
Out-of-sample edge: ~59% annualized returns with Sharpe ~1.18 and Calmar ~1.43 vs S&P 500's ~20% return and ~1.0 Sharpe. Tech-led growth with disciplined hedges (BSV/UVXY) and tactical dips aim to outperform while moderating risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $76.9M | 2026-10-11 | |
| Backtest regulatory fees | $49k | 2026-10-11 | |
| Backtest slippage cost | $459k | 2026-10-11 |
| AI categories (Composer) | bonds, crash protection, leveraged etfs, tactical, tech/nasdaq tilt, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 36 | 2026-10-11 | |
| Rebalance corridor width | 8.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.94 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 207 | 2026-10-11 | |
| Watchers | 134 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 1,018 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 769k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 555.85% | 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) | 24.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.47% | 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) | 1.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.71% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 16.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
