Composer · investment strategy
by Composer Technologies · via Composer
Rides big-tech uptrends with TQQQ; in downtrends it alternates between bounce plays (TECL/SPXL), fear spikes (UVXY), short tech (SQQQ), or bonds (BSV) using simple “hot/cold” readings and trend lines. One ETF at a time, rebalanced daily.
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.
0.5% 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 ()
5 of 7 funds in its are : SPXL, SQQQ, 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.
Daily, it first asks: is the S&P 500 (SPY) above its long‑term trend (200‑day average)?<br>- If yes: hold TQQQ (triple‑tech) unless things look “too hot” (very high recent gains). When it’s that hot, switch to UVXY (fear/volatility) for a pullback risk.<br>- If no: in deep selloffs, play short bounces with TECL or SPXL. Otherwise, use a fear gauge (UVXY) and a short‑term trend on TQQQ to pick one of: UVXY, TQQQ, SQQQ (short tech), or BSV (short‑term bonds). One fund at a time.
Rides big-tech uptrends with TQQQ; in downtrends it alternates between bounce plays (TECL/SPXL), fear spikes (UVXY), short tech (SQQQ), or bonds (BSV) using simple “hot/cold” readings and trend lines. One ETF at a time, rebalanced daily.
Out-of-sample Sharpe 1.26 vs SPY 1.13; OOS return ~80% vs ~18%; Calmar ~1.57. A nimble, regime-based approach that rides tech rallies and hedges risks, delivering stronger risk-adjusted upside than the S&P 500—though drawdowns can be larger.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $43.2B | 2026-10-11 | |
| Backtest regulatory fees | $26.8M | 2026-10-11 | |
| Backtest slippage cost | $258.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum and mean reversion, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 44 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 83 | 2026-10-11 | |
| Watchers | 65 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,035 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 177.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 432325k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 80.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 1032% | 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) | 30.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.02 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
