Composer · investment strategy
by Composer Technologies · via Composer
Own TQQQ in strong uptrends; when signals flag danger/overheating, rotate to cash, bonds, or inverse/volatility hedges. Uses RSI and 20/200‑day trend checks. Daily, tactical, tech‑heavy, and high risk.
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.
0.0% 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. : 100% · 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 ()
14 of 35 funds in its are : PSQ, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SVXY, TECL, TMF, TQQQ, UPRO, UVXY, YANG
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.
Goal: ride tech rallies with TQQQ (3x Nasdaq) but cut risk fast. It tracks a hot/cold gauge (RSI: high=overbought, low=oversold) and trend lines (20/200‑day). If markets look overheated or weak, it shifts to cash‑like T‑bills (BIL), bonds (TLT/TMF), or hedges (PSQ/SQQQ; UVXY). If momentum is strong and trends are up, it holds TQQQ. Special cases: short China (YANG) or hold defensive sectors. Rebalances daily.
Own TQQQ in strong uptrends; when signals flag danger/overheating, rotate to cash, bonds, or inverse/volatility hedges. Uses RSI and 20/200‑day trend checks. Daily, tactical, tech‑heavy, and high risk.
Out-of-sample, this strategy targets big Nasdaq rallies with disciplined risk controls, delivering ~55% annualized returns vs ~25% for the S&P, plus solid risk-adjusted metrics (Calmar ~2), despite larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17168.6B | 2026-10-11 | |
| Backtest regulatory fees | $6.7B | 2026-10-11 | |
| Backtest slippage cost | $8.8B | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum, risk-on/risk-off, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 554 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "CORP", "FXI", "GDX", "IEF", "NZF", "PSQ", "QQQ", "RSP", "SH", "SOXL", "SOXS", "SPXL", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VOX", "VPU", "VTV", "XLF", "XLP", "XLV", "YANG" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 133 | 2026-10-11 | |
| Watchers | 31 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,773 | 2026-10-11 | |
| Out-of-sample length | 384 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 313.64% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 171685997k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -13.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.50% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -11.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.52% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 9.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.26% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 82.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 80.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
