Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical “buy‑the‑dip in uptrends” strategy using leveraged tech/Nasdaq ETFs. It owns TQQQ when the long‑term trend is up and momentum is weak, parks in SHV when not, and may briefly flip to SQQQ/UVXY after extreme surges or buy TECL on deep sell‑offs.
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.
0.0% 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. : 100% · 2026-10-11 ()
0.0% 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 ()
4 of 6 funds in its are : SQQQ, TECL, 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.
Daily, it rotates among a few ETFs based on price signals:<br>- Trend filter: only buy during uptrends (price above its 200‑day average).<br>- “Speed” checks: RSI (0–100; low=oversold, high=overheated) and PPO (short vs long averages; below 0=weak).<br>- Core: buy TQQQ (3x Nasdaq‑100) on dips; park in SHV (short‑term Treasuries) otherwise.<br>- After extreme up days/overheating, briefly use SQQQ (−3x Nasdaq‑100) or UVXY (VIX/fear).<br>- Sometimes buy TECL (3x Tech) on deep sell‑offs.
A daily, tactical “buy‑the‑dip in uptrends” strategy using leveraged tech/Nasdaq ETFs. It owns TQQQ when the long‑term trend is up and momentum is weak, parks in SHV when not, and may briefly flip to SQQQ/UVXY after extreme surges or buy TECL on deep sell‑offs.
Out-of-sample, this strategy targets Nasdaq tech uptrends for ~40% annual return vs SPY’s ~21%, with Calmar ~1.21. Higher upside and disciplined risk controls—though drawdowns can be larger than the S&P in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $25.1M | 2026-10-11 | |
| Backtest regulatory fees | $65k | 2026-10-11 | |
| Backtest slippage cost | $602k | 2026-10-11 |
| AI categories (Composer) | cash parking, leveraged nasdaq/tech, tactical etf rotation, trend + mean-reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 97 | 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[ "QQQ", "SHV", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 774 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 68.60% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 251k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 182.06% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.14% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.97% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.96% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.89 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.30% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 77.00% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
