Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switcher: mostly TQQQ in uptrends or after oversold dips; cash (BIL) when risk is high; briefly uses VXX/UVXY in extreme conditions. Heavy exposure to big‑tech via the Nasdaq‑100.
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 ()
3 of 10 funds in its are : 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.
Goal: ride big‑tech upswings with TQQQ (a 3x Nasdaq‑100 fund), sidestep selloffs, and sometimes hedge with volatility funds.<br>- “Heat gauge” (RSI 0–100): too hot (>~79) → buy VXX (vol hedge); too cold (<~32) → buy TQQQ.<br>- After very sharp 1–6 day moves, briefly use UVXY/VXX.<br>- In calm uptrends (price > 25‑day avg) → TQQQ.<br>- If selloffs or bond/stock risk gauges worsen → park in BIL (T‑Bills).
Daily, rules-based switcher: mostly TQQQ in uptrends or after oversold dips; cash (BIL) when risk is high; briefly uses VXX/UVXY in extreme conditions. Heavy exposure to big‑tech via the Nasdaq‑100.
Out-of-sample annualized return ~35% vs S&P ~22%, capturing big-tech upside with trend-following and selective hedges. Higher drawdowns (~45% vs ~19%) require risk tolerance, but disciplined risk gates aim to protect during turbulence and fuel rallies.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $89.6M | 2026-10-11 | |
| Backtest regulatory fees | $235k | 2026-10-11 | |
| Backtest slippage cost | $2.2M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk management, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 65 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SPY", "TLT", "TMF", "TQQQ", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 23 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 184.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 895k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.22% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.93% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 48.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 64.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
