Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based strategy that mostly rides TQQQ in uptrends, parks in T‑Bills when risk rises, and briefly flips to UVXY when markets look overheated or after fast pops. It uses heat gauges (RSI), trend filters, recent‑drop checks, and bond signals as brakes.
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 ()
5 of 18 funds in its are : FAS, TECL, 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.
Core: ride TQQQ (a 3x Nasdaq‑100 fund) in uptrends; hide in BIL (T‑Bills) when risk spikes; briefly flip to UVXY (a volatility fund) when markets look overheated.<br>Rules: 1) If TQQQ or several sectors look “hot” (RSI: a 0–100 heat gauge) or after a >5.5% 1‑day pop, go to UVXY. 2) If TQQQ fell >12% in 6 days, buy the dip only if very “cold”; else use BIL. 3) Otherwise: if QQQ > its 25‑day average and recent worst drop is small, hold TQQQ; else use bond trend checks (BND, IEF vs TLT) to choose TQQQ or BIL.
A rules‑based strategy that mostly rides TQQQ in uptrends, parks in T‑Bills when risk rises, and briefly flips to UVXY when markets look overheated or after fast pops. It uses heat gauges (RSI), trend filters, recent‑drop checks, and bond signals as brakes.
Out-of-sample: Sharpe ~1.14, annualized return ~66.9%, Calmar ~1.69, with risk controls (BIL/UVXY) and bond signals. It aims for far higher upside than the S&P 500 while managing risk; note larger drawdowns are possible.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $109.3B | 2026-10-11 | |
| Backtest regulatory fees | $240.0M | 2026-10-11 | |
| Backtest slippage cost | $2.3B | 2026-10-11 |
| AI categories (Composer) | bond risk signals, market timing, mean reversion, tactical leveraged equity, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 101 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "FAS", "IEF", "QQQ", "QQQE", "SPY", "TECL", "TLT", "TMF", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 179 | 2026-10-11 | |
| Watchers | 60 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 567 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 206.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1092798k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 66.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 217.25% | 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) | 36.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.11% | 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) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.68 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.67 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
