Composer · investment strategy
by Composer Technologies · via Composer
Aggressive daily switch between 3x Nasdaq tech (TQQQ) and 3x gold (SHNY). Buys TQQQ on sharp dips or healthy uptrends; pivots to SHNY when stocks look overheated, volatility spikes, or bond signals scream risk‑off. Very high risk and big swings.
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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
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% · 2026-10-19 ()
14 of 31 funds in its are : FAS, PSQ, SH, SHNY, SPXL, SPXU, SQQQ, SVXY, TECL, TMF, TMV, 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 picks one: TQQQ (a 3x version of the Nasdaq‑100 tech index) or SHNY (a 3x note tied to gold). It uses: 1) RSI, a 0–100 “heat meter” of recent moves—low = washed‑out, high = overheated; 2) 200‑day trend lines; 3) a panic gauge (UVXY volatility); 4) bond cues (TLT/IEF vs cash) and commodity swings. Oversold/uptrend → TQQQ. Overheated/high volatility/rate stress → SHNY.
Aggressive daily switch between 3x Nasdaq tech (TQQQ) and 3x gold (SHNY). Buys TQQQ on sharp dips or healthy uptrends; pivots to SHNY when stocks look overheated, volatility spikes, or bond signals scream risk‑off. Very high risk and big swings.
Out-of-sample, this strategy delivers high upside: ~36.7% annualized return vs ~17% for the S&P, with Calmar ~0.93. Daily switches between tech and gold offer diversification and gains—yet higher volatility and larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $245k | 2026-10-19 | |
| Backtest regulatory fees | $561 | 2026-10-19 | |
| Backtest slippage cost | $3,050 | 2026-10-19 |
| AI categories (Composer) | daily switching, leveraged etfs, risk-on/risk-off, tactical allocation, tech vs gold, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,767 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.73 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "CORP", "DBC", "FAS", "IEF", "PSQ", "QQQ", "QQQE", "SH", "SHNY", "SHY", "SMH", "SPXL", "SPXU", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VOOG", "VOOV", "VPU", "VTV", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.51 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-19 |
| Remixes (copies) | 57 | 2026-10-19 | |
| Watchers | 31 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 907 | 2026-10-19 | |
| Out-of-sample length | 260 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 142.85% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2346% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.70% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.21% | ||
| Return, trailing 1 day (out-of-sample) | -0.40% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.70% | ||
| Return, trailing 1 week (out-of-sample) | -1.48% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 23.12% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 35.68% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.61% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.70% | ||
| SPY annualized return over the backtest window (backtest) | 21.45% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.61 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | ||
| Maximum drawdown, backtest period (backtest) | -39.55% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.55% | ||
| Sharpe ratio, backtest period (backtest) | 1.91 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | ||
| Sortino ratio, backtest period (backtest) | 3.05 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 54.02% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.06% |
| Annualized turnover, backtest period (backtest) | 38.28 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.48 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.01% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.00% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
