Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, high-octane swing strategy. Uses a trend filter and an RSI “heat” gauge. In uptrends it’s mostly 80% TQQQ + 20% SOXL, but flips to UVXY if things look overheated. In downtrends it buys big dips or shifts to SQQQ/TLT; otherwise toggles SOXS/SOXL. High risk.
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.
3 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%)
2 funds (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. : 98% · 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 ()
8 of 10 funds in its are : SOXL, SOXS, SPXL, SQQQ, TECL, TQQQ, UPRO, 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.
It times leveraged ETFs using RSI (0–100 heat meter of recent moves) and moving averages (trend). Uptrend: SPY above its 200‑day avg → default 80% TQQQ (3x Nasdaq‑100) + 20% SOXL (3x semis); if RSI looks overheated, flip to UVXY (volatility). Downtrend: SPY below 200‑day → buy 3x bulls on deep dips (TECL or UPRO when RSI<~30); else choose SQQQ (3x inverse Nasdaq‑100) or TLT when the short‑term trend is down; otherwise toggle SOXS/SOXL. Very volatile.
Rules-based, high-octane swing strategy. Uses a trend filter and an RSI “heat” gauge. In uptrends it’s mostly 80% TQQQ + 20% SOXL, but flips to UVXY if things look overheated. In downtrends it buys big dips or shifts to SQQQ/TLT; otherwise toggles SOXS/SOXL. High risk.
Backed by out-of-sample data, this strategy targets far higher upside than the S&P: ~79% annualized vs ~20% for SPY, with solid risk metrics (Sharpe ~1.16, Calmar ~1.53). Accept higher drawdowns for potential alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $58.0B | 2026-10-11 | |
| Backtest regulatory fees | $33.7M | 2026-10-11 | |
| Backtest slippage cost | $324.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, nasdaq-100, rsi/ma signals, semiconductors, tactical timing, treasuries, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.74 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.10 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 541 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 182.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 579790k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 79.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 250.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.50% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 49.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 49.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.20% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.07 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
