Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “TQQQ or not” collection: buy 3x Nasdaq when trend or oversold signals are favorable; otherwise shift to T‑Bills or hedges (UVXY/SQQQ/SOXS). Uses bond-market signals to avoid risk-on during turmoil and includes variants with semis, banks, and a defensive trio.
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 2026-10-11
: 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.
0.4% of weight in (IVV: 3.0%)
2 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. : 98% · 2026-10-11 ()
87.2% 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% · 2026-10-11 ()
7 of 16 funds in its are : DPST, SOXL, SOXS, SQQQ, 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 Macro signals 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.
Runs several TQQQ-or-cash playbooks in parallel and blends them.<br>- Own TQQQ when trend is up or after sharp, oversold drops.<br>- If price is too hot, step into hedges (UVXY/SOXS) or T‑Bills.<br>- If volatility is high or bonds look stressed, move to cash or a mild short (BIL+SQQQ).<br>- One branch uses DPST; another uses a USD/Gold/Staples safety mix.
A rules-based “TQQQ or not” collection: buy 3x Nasdaq when trend or oversold signals are favorable; otherwise shift to T‑Bills or hedges (UVXY/SQQQ/SOXS). Uses bond-market signals to avoid risk-on during turmoil and includes variants with semis, banks, and a defensive trio.
Leverages Nasdaq-3x upside with disciplined hedging and bond signals. Seeks returns near the S&P 500 while offering built-in risk controls and tactical diversification during volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $378.6M | 2026-10-11 | |
| Backtest regulatory fees | $977k | 2026-10-11 | |
| Backtest slippage cost | $9.4M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, sector rotation, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 546 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.67 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DPST", "GLD", "IEF", "QQQ", "SOXL", "SOXS", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "USDU", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,777 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 160.20% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3786k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.44% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.31% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.19 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
