Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy, daily strategy: ride uptrends with TQQQ, buy oversold dips, and quickly flip to cash/treasuries or volatility hedges when markets overheat or sell off. Very high risk due to 3× ETFs and crash‑hedge products.
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.
0.4% 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. : 99% · 2026-10-11 ()
74.6% 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 ()
11 of 24 funds in its are : PSQ, SH, SOXL, SPXL, SQQQ, TECL, TMF, TQQQ, UPRO, URTY, 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 offense or defense. Offense = TQQQ (a 3× Nasdaq‑100 ETF). Defense = cash‑like T‑Bills (BIL), Treasuries (TLT/TMF), or crash hedges (UVXY/SQQQ). Trend check: SPY above its 200‑day average = uptrend, default to TQQQ. Heat gauge (RSI 0–100): very hot (~80) trims risk with UVXY; very cold (~30) buys dips. Big fast falls (~−13% in 6d) trigger a bounce try or parking in BIL/Treasuries. If TQQQ breaks its short‑term trend, switch to SQQQ or TLT—whichever looks stronger.
Aggressive, tech‑heavy, daily strategy: ride uptrends with TQQQ, buy oversold dips, and quickly flip to cash/treasuries or volatility hedges when markets overheat or sell off. Very high risk due to 3× ETFs and crash‑hedge products.
Out-of-sample edge: tech-heavy, regime-switching strategy delivers higher risk-adjusted returns vs the S&P (Sharpe 1.52, Calmar 2.22) and ~119.7% annualized vs ~18.9%—but higher drawdowns due to leverage; hedges help.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $252.8B | 2026-10-11 | |
| Backtest regulatory fees | $374.1M | 2026-10-11 | |
| Backtest slippage cost | $3.3B | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, tactical allocation, tech tilt, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,964 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.83 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "PSQ", "QQQ", "SH", "SOXL", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "URTY", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 109 | 2026-10-11 | |
| Watchers | 32 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,275 | 2026-10-11 | |
| Out-of-sample length | 602 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 271.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2527864k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 119.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 557.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 86.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 86.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 44.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.36% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.88% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.37% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
