Composer · investment strategy
by Composer Technologies · via Composer
A rule‑based switch that rides the Nasdaq in uptrends (often with 3x TQQQ) and flips to hedges/shorts (PSQ/SQQQ) when markets look overheated, weak, or fearful, using simple hot/cold, trend, bond, and volatility checks.
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.
“if stress appears, it moves to PSQ/SQQQ”
“At any time it holds one fund”
“bullish Nasdaq‑100 (QQQ, or 3x TQQQ)”
“It flips using traffic‑light tests: RSI (a 0–100 hot/cold score), the 200‑day trend of stocks/bonds, semiconductor leadership (SOXL), and fear spikes (UVXY).”
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)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
10 of 19 funds in its are : PSQ, SOXL, SOXS, SPXL, SPXU, SQQQ, TECL, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
At any time it holds one fund: bullish Nasdaq‑100 (QQQ, or 3x TQQQ) or a hedge/short (PSQ or 3x SQQQ).<br>It flips using traffic‑light tests: RSI (a 0–100 hot/cold score), the 200‑day trend of stocks/bonds, semiconductor leadership (SOXL), and fear spikes (UVXY). If risk looks low, it rides QQQ/TQQQ; if stress appears, it moves to PSQ/SQQQ. 3x funds are very volatile.
A rule‑based switch that rides the Nasdaq in uptrends (often with 3x TQQQ) and flips to hedges/shorts (PSQ/SQQQ) when markets look overheated, weak, or fearful, using simple hot/cold, trend, bond, and volatility checks.
Out-of-sample annualized return 25.3% vs S&P 500’s 23.6%, capitalizing on Nasdaq uptrends (often 3x) with hedges during stress. Higher volatility and drawdowns (up to ~55%), but potential for stronger long-run growth when tech leads.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $53.7B | 2026-10-11 | |
| Backtest regulatory fees | $253.3M | 2026-10-11 | |
| Backtest slippage cost | $2.4B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, nasdaq-100 focus, risk management, tactical, trend-following | 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) | 0.85 | 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) | -0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 5 | 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) | 184.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 536898k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.26% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.72% | 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) | -45.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -45.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.34% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
