Composer · investment strategy
by Composer Technologies · via Composer
Daily, rule-based rotation. In uptrends it rides TQQQ; if overheated it shifts to volatility (UVXY). In downtrends it buys oversold bounces (TECL/SPXL) or rotates among UVXY, SQQQ, TQQQ, or bonds (BSV) using short-term signals.
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 checks SPY above its 200-day average (long-term trend).<br>Uptrend: hold TQQQ (3x Nasdaq) unless short-term “heat” (RSI, 0–100) is very high; then switch to UVXY (volatility).<br>Downtrend: if deeply “oversold,” buy TECL or SPXL (3x tech/S&P) for bounces; else rotate among UVXY, SQQQ (3x inverse Nasdaq), TQQQ, or BSV (short-term bonds) using RSI and whether TQQQ is above its 20-day average.
Daily, rule-based rotation. In uptrends it rides TQQQ; if overheated it shifts to volatility (UVXY). In downtrends it buys oversold bounces (TECL/SPXL) or rotates among UVXY, SQQQ, TQQQ, or bonds (BSV) using short-term signals.
Out-of-sample: ~75% annualized return vs ~20% for the S&P, with Sharpe ~1.23 and Calmar ~1.47. Alpha from tech leadership with adaptive hedging; higher drawdowns can occur in extreme markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $61.4B | 2026-10-11 | |
| Backtest regulatory fees | $39.0M | 2026-10-11 | |
| Backtest slippage cost | $376.1M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, rsi signals, tactical rotation, tech/nasdaq focus, trend filter (200d), volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 52 | 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) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 281 | 2026-10-11 | |
| Watchers | 205 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,022 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 184.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 613890k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 75.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 877.78% | 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) | 3.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | 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) | 1.91 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.52% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
