Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-driven “risk-on/risk-off” tech strategy. It rides Nasdaq uptrends with 3x ETFs (TQQQ/SOXL/TECL) and quickly de‑risks or shorts (PSQ/SQQQ/UVXY) when the market weakens or gets overheated. Uses moving averages, recent % moves, and an RSI heat gauge.
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.
0.5% 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. : 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 ()
9 of 15 funds in its are : PSQ, SOXL, SPXL, SQQQ, TECL, 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.
Each day it asks: Is SPY above its 200‑day average (average price over 200 days)? If yes, play offense with 3x tech/Nasdaq funds (mainly TQQQ; sometimes SOXL/TECL). If a “heat” gauge (RSI, 0–100; high=overbought, low=oversold) is very high or gains are extreme, flip to hedges (UVXY or SQQQ). If SPY is weak, cut leverage, sometimes short via PSQ/SQQQ, or hold SPY/QQQ/DIA/XLP. It also uses the 20‑day average, recent % moves, and a bond check (TLT vs SQQQ) to choose risk‑on vs hedge.
Daily, rules-driven “risk-on/risk-off” tech strategy. It rides Nasdaq uptrends with 3x ETFs (TQQQ/SOXL/TECL) and quickly de‑risks or shorts (PSQ/SQQQ/UVXY) when the market weakens or gets overheated. Uses moving averages, recent % moves, and an RSI heat gauge.
Tech-led upside with disciplined risk control: 3x Nasdaq in uptrends, quick hedges when overheated, daily rebalancing. OOS return ~86.8% vs SPY ~21.8%; Calmar ~1.52; Sharpe ~1.34. Higher upside with managed risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $29.5B | 2026-10-11 | |
| Backtest regulatory fees | $24.8M | 2026-10-11 | |
| Backtest slippage cost | $239.1M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, high risk, leveraged etfs, mean reversion, shorting, tactical allocation, tech/nasdaq, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 150 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "PSQ", "QQQ", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UDOW", "UPRO", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.15 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 1,568 | 2026-10-11 | |
| Watchers | 656 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 912 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 174.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 295223k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 86.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 861.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
