Composer · investment strategy
by Composer Technologies · via Composer
Trades a small set of tech-heavy 3× funds daily using trend and an RSI “heat” gauge. In uptrends it mostly rides TQQQ but moves to cash after sharp drops and sometimes bets on pullbacks; in downtrends it stays in cash, with rare oversold bounce trades.
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 Capital preservation 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.
Rebalances daily.<br>1) Trend: if TQQQ’s 50-day avg > 200-day (uptrend) else not.<br>- Uptrend: If 10-day RSI (0–100 gauge of recent buy/sell pressure) <49, hold TQQQ; after a >2% down day go to SHV; after a >8.5% up day flip to SQQQ (unless RSI <31, then TECL). If RSI ≥49, hold SHV; if QQQ’s RSI >80, use UVXY.<br>- No uptrend: hold SHV unless RSI <31, then TECL.<br>Tickers: TQQQ/TECL=3× long tech, SQQQ=3× short tech, UVXY=volatility, SHV=cash-like T-bills.
Trades a small set of tech-heavy 3× funds daily using trend and an RSI “heat” gauge. In uptrends it mostly rides TQQQ but moves to cash after sharp drops and sometimes bets on pullbacks; in downtrends it stays in cash, with rare oversold bounce trades.
Out-of-sample edge: 30.22% annualized return vs SPY’s 21.30%, with Calmar ~1.17 signaling solid risk-adjusted upside. Drawdowns are higher (~25.8% vs ~18.8%), offset by tactical hedges and cash for tech growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.8M | 2026-10-11 | |
| Backtest regulatory fees | $51k | 2026-10-11 | |
| Backtest slippage cost | $460k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, high risk, leveraged etfs, momentum (rsi), tactical rotation, tech/nasdaq, trend filter, us mega-cap tech, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 43 | 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) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 63.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 158k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 0.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.35% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 76.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
