Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based swing approach centered on the Nasdaq: ride uptrends with 3x funds (mainly TQQQ), buy sharp dips, and hedge or short when overheated or trending down, using long‑ and short‑term trend and “hot/cold” (RSI) signals.
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.
100.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
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 ()
13 of 19 funds in its are : DRN, ERX, LABU, PSQ, SOXL, SPXL, SQQQ, TECL, TQQQ, UDOW, UPRO, UTSL, 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 check: if the S&P 500 is above its 200‑day average, go on offense (ride Nasdaq via TQQQ or the strongest 3x sector). If things look too hot (RSI: a 0–100 hot/cold gauge; >70 hot, <30 cold), hedge with UVXY or flip to SQQQ. On fast drops, buy the dip. Below trend, go defensive: reduce leverage or use PSQ/SQQQ; 20‑day trend and a bond check (TLT vs SQQQ strength) guide those calls. Rebalanced daily.
A daily, rules‑based swing approach centered on the Nasdaq: ride uptrends with 3x funds (mainly TQQQ), buy sharp dips, and hedge or short when overheated or trending down, using long‑ and short‑term trend and “hot/cold” (RSI) signals.
Out-of-sample annual return ~29.7% vs S&P ~22.4%; Calmar ~0.50 and Sharpe ~0.73. Capture higher Nasdaq/tech upside with built-in hedges, but be prepared for larger drawdowns (~59% vs ~19%).
Made by /Ken Luu /derecknielsen & V3 is modified by Garen Phillips. V4 by HinnomTX solves the TECL oversold RSI loop of death. V4.1 was .... V4.2 was an (Pareto) * (Pareto) mod by Belcampo69
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4B | 2026-10-11 | |
| Backtest regulatory fees | $10.1M | 2026-10-11 | |
| Backtest slippage cost | $97.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market regime switch, mean reversion, nasdaq/tech momentum, tactical rotation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 168 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "DRN", "ERX", "LABU", "PSQ", "QQQ", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UDOW", "UPRO", "UTSL", "UVXY", "XLP" ] | 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) | 1.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 41 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,365 | 2026-10-11 | |
| Out-of-sample length | 949 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 274.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24460k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 166.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.80% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 61.79% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 61.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.24% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.07 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 88.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 90.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
