Composer · investment strategy
by Composer Technologies · via Composer
A tactical “TQQQ‑or‑not” portfolio: ride uptrends with 3x equity ETFs, buy tech/semis on sharp dips, and hedge selloffs with cash/T‑bills, inverse Nasdaq, volatility funds, or long Treasuries/US dollar. Signals use simple heat/trend gauges (RSI, MAs).
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.
7 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.
26.0% of weight in (IVV: 3.0%)
4 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. : 92% · 2026-10-11 ()
86.0% 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 ()
12 of 34 funds in its are : ERX, FAS, SOXL, SPXL, SQQQ, SVXY, TECL, TMF, TQQQ, UDOW, 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.
A rules-based switcher. When stocks trend up, it owns 3x equity funds: TQQQ (3x Nasdaq‑100), SPXL/UPRO (3x S&P 500), SOXL/TECL (3x tech/semis). If prices get “hot” or fall fast (RSI = 0–100 heat gauge; MAs; short‑term drawdown), it hedges with BIL/SHV (T‑bills), a 60/40 BIL+SQQQ (3x short Nasdaq), or volatility funds (UVXY long VIX, VIXM/SVXY mix). In risk‑off, it rotates to Treasuries (TLT/TMF) or the US dollar (UUP). Uses high‑risk ETFs.
A tactical “TQQQ‑or‑not” portfolio: ride uptrends with 3x equity ETFs, buy tech/semis on sharp dips, and hedge selloffs with cash/T‑bills, inverse Nasdaq, volatility funds, or long Treasuries/US dollar. Signals use simple heat/trend gauges (RSI, MAs).
Out-of-sample: ~57% annualized return vs SPY ~22%, Calmar ~1.69, Sharpe ~1.21. Leverages tech rallies (3x) with hedges (Treasuries, volatility). Expect higher drawdowns in stress; risk controls target solid risk-adjusted upside.
no edits
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $35.8B | 2026-10-11 | |
| Backtest regulatory fees | $87.3M | 2026-10-11 | |
| Backtest slippage cost | $841.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk management, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,464 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SHV", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.62 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 183.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 358138k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 57.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 369.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.81% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.49% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
