Composer · investment strategy
by Composer Technologies · via Composer
A daily, all‑in switcher among TQQQ/TECL/SQQQ/UVXY/SHV. It uses TQQQ’s long‑term trend, short‑term RSI, and big 1‑day moves to rotate between leveraged tech longs, short Nasdaq, volatility, or cash.
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 goes 100% into one ETF. First, is TQQQ above its 200‑day average (a long‑term trend line)? RSI(10) is a 0–100 gauge of recent speed: low=oversold, high=hot.<br>Uptrend: If RSI<49 then: big drop (<−2%) → SHV (T‑bills); huge pop (>+8.5%): if RSI<31 → TECL (3× tech), else → SQQQ (3× short Nasdaq); otherwise → TQQQ (3× Nasdaq). If RSI≥49: if QQQ (Nasdaq‑100) RSI>80 → UVXY (volatility), else → SHV.<br>Downtrend: if RSI<31 → TECL; else → SHV.
A daily, all‑in switcher among TQQQ/TECL/SQQQ/UVXY/SHV. It uses TQQQ’s long‑term trend, short‑term RSI, and big 1‑day moves to rotate between leveraged tech longs, short Nasdaq, volatility, or cash.
Out-of-sample: ~32.8% annualized return vs SPY’s ~21.2%, via dynamic 3x tech/Nasdaq, volatility, and cash rotations. Higher drawdowns (~25.8% vs 18.8%) but Calmar ~1.27—more upside with disciplined risk than the S&P 500.
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 rebalanced, leveraged etfs, tech/nasdaq, trend + mean reversion, volatility timing | 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) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 695 | 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) | 32.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 118.87% | 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) | 1.27 | 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) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 76.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
