Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules‑based switcher for the Nasdaq. It buys TQQQ/QQQ in healthy uptrends or on panicky dips, and flips to PSQ/SQQQ when markets look overheated or risk‑off, using trend, RSI, volatility, bond, dollar, and semiconductor cues.
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.
0.5% 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 ()
10 of 19 funds in its are : PSQ, SOXL, SOXS, SPXL, SPXU, SQQQ, TECL, 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.
What it holds: one fund at a time, usually QQQ/TQQQ (Nasdaq‑100) when bullish, or PSQ/SQQQ (inverse Nasdaq) when bearish. It may reference SOXL/SOXS (chips), SPY (S&P 500), TLT/IEF/BIL (Treasuries), UVXY (fear gauge), UUP (US dollar), DBC (commodities).<br>RSI = a 0–100 “heat meter” of recent price moves (high = hot, low = cold). Moving averages show trend.<br>It: - Checks long‑term trends in stocks/bonds - Reads heat/cold (RSI) and short‑term shocks - Watches fear (UVXY) and the dollar (UUP) - Uses chips as an early signal Then it buys TQQQ/QQQ, or flips to PSQ/SQQQ if things look overheated or risky. It’s aggressive (often 3x funds) and can switch quickly.
An aggressive, rules‑based switcher for the Nasdaq. It buys TQQQ/QQQ in healthy uptrends or on panicky dips, and flips to PSQ/SQQQ when markets look overheated or risk‑off, using trend, RSI, volatility, bond, dollar, and semiconductor cues.
Nasdaq-focused, rules-based strategy capturing tech rallies via disciplined regime-switching, backed by 1070 days of out-of-sample testing. Diversifies beyond the S&P 500 with transparent risk controls and clear, rule-driven signals.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.1B | 2026-10-11 | |
| Backtest regulatory fees | $37.6M | 2026-10-11 | |
| Backtest slippage cost | $362.9M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, nasdaq/tech focus, risk management, tactical allocation, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,153 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "DBC", "IEF", "PSQ", "QQQ", "SOXL", "SOXS", "SPHB", "SPXL", "SPXU", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,740 | 2026-10-11 | |
| Out-of-sample length | 733 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 149.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 80633k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.55% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -48.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -48.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.84% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
