Composer · investment strategy
by Composer Technologies · via Composer
A tactical, risk-on/risk-off system built around TQQQ for upside. It rides tech strength when trends are healthy, shifts to cash/bonds or VIX-based hedges when markets look frothy or stressed, and may short in downtrends. It occasionally buys extreme dips.
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.
2 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.
0.4% 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. : 99% · 2026-10-11 ()
70.8% 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 ()
6 of 15 funds in its are : FAS, PSQ, SPXL, 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.
First, check if the S&P 500 (SPY) is above its long-term trend. If yes, a sleeve tries to ride tech-led gains with TQQQ or QQQ/SPY, but quickly backs off to cash or volatility hedges when things look overheated. If no, it turns defensive: uses cash/bonds, volatility hedges, or even shorts; only holds TQQQ when the short-term trend is up. It sometimes buys extreme dips.
A tactical, risk-on/risk-off system built around TQQQ for upside. It rides tech strength when trends are healthy, shifts to cash/bonds or VIX-based hedges when markets look frothy or stressed, and may short in downtrends. It occasionally buys extreme dips.
Regime-driven tactical strategy that seeks tech-led upside with TQQQ, using cash/bonds and volatility hedges for risk control. OOS returns ~64%/yr vs ~18% for the S&P, Calmar ~1.61. Higher upside, but larger drawdowns can occur.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34.7M | 2026-10-11 | |
| Backtest regulatory fees | $50k | 2026-10-11 | |
| Backtest slippage cost | $464k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, momentum, multi-asset, risk-on/risk-off, sector signals, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 110 | 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) | 0.60 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "EDV", "FAS", "PSQ", "QQQ", "SPXL", "SPY", "TECL", "TQQQ", "UVXY", "VOX", "VTV", "VXX", "XLP" ] | 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) | 2.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 531 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 155.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 347k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 185.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 48.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 48.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.54% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.30% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
