Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based TQQQ strategy: buy tech in uptrends, cut risk when overheated or weakening, sometimes short or move to cash/bonds. Uses trend lines, RSI, recent return, volatility and drawdown filters. Daily trades. High risk.
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.
3 positions as of 2026-10-19
: 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.
0.3% of weight in (IVV: 3.0%)
3 funds (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. : 99% · 2026-10-19 ()
73.2% 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% · 2026-10-19 ()
9 of 22 funds in its are : NAIL, PSQ, SH, SOXL, SPXL, SQQQ, TECL, TQQQ, UPRO
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.
Plain English: It tries to ride tech booms and step aside when risk rises. Trend = price vs 15/50/100/200‑day averages. RSI = 0–100 “hot/cold” score (>80 too hot, <30 washed‑out). In uptrends it holds TQQQ (3× Nasdaq). If overheated or breaking down, it flips to SH/SQQQ (inverse), TLT (Treasuries) or BIL (T‑Bills). Extra filters favor recent winners with lower drawdowns/vol. Rebalances daily.
Aggressive, rules-based TQQQ strategy: buy tech in uptrends, cut risk when overheated or weakening, sometimes short or move to cash/bonds. Uses trend lines, RSI, recent return, volatility and drawdown filters. Daily trades. High risk.
Rides tech uptrends with disciplined risk hedges using 3x ETFs and daily rebalancing. Out-of-sample annualized return ~43.7% vs ~18% for the S&P, and Calmar ~2.21 — strong risk-adjusted gains, though drawdowns can be larger than SPY.
4/1/2018
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20.3M | 2026-10-19 | |
| Backtest regulatory fees | $29k | 2026-10-19 | |
| Backtest slippage cost | $242k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, long/short, momentum, risk-managed, tech-heavy, trend-following, volatility filters | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,577 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.53 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IEF", "NAIL", "PSQ", "QQQ", "SH", "SMH", "SOXL", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "VDE", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.30 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 |
| Remixes (copies) | 16 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,784 | 2026-10-19 | |
| Out-of-sample length | 219 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 99.20% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 203k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.02% | ||
| Return, trailing 1 day (out-of-sample) | -3.62% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 8.08% | ||
| Return, trailing 1 week (out-of-sample) | -5.55% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.05% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -1.56% | ||
| Return, trailing 2 weeks (out-of-sample) | -8.02% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.93% | ||
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.21 | ||
| Maximum drawdown, backtest period (backtest) | -33.99% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.77% | ||
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | ||
| Sortino ratio, backtest period (backtest) | 3.21 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 39.27% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.30% |
| Annualized turnover, backtest period (backtest) | 32.72 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.25 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.93% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.60% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
