Composer · investment strategy
by Composer Technologies · via Composer
A tactical switcher that holds one of TQQQ, TECL, UPRO, SQQQ, UVXY, or BSV. It uses market trend (SPY vs 200‑day), short‑term “heat” (RSI), and recent moves to ride tech uptrends, hedge with volatility, or go defensive/short when trends weaken.
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.
“If short‑term overheated (RSI ~>75–80) it flips to UVXY”
“TQQQ=3× Nasdaq‑100; TECL=3× Tech; UPRO=3× S&P 500; SQQQ=−3× Nasdaq‑100”
“If SPY is below its 200‑day: try quick bounces in TECL/UPRO if oversold”
“if washed‑out (RSI <30) it uses TECL”
“after sharp 6‑day drops it may briefly hedge with UVXY”
“if volatility spikes, hold UVXY”
“Is the S&P 500 (SPY) above its 200‑day average? If yes, it mostly rides big‑tech via TQQQ.”
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)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
6 of 12 funds in its are : FAS, SQQQ, TECL, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
1) Trend check: Is the S&P 500 (SPY) above its 200‑day average? If yes, it mostly rides big‑tech via TQQQ. If short‑term overheated (RSI ~>75–80) it flips to UVXY; if washed‑out (RSI <30) it uses TECL; after sharp 6‑day drops it may briefly hedge with UVXY.<br>2) If SPY is below its 200‑day: try quick bounces in TECL/UPRO if oversold; else follow momentum: above 20‑day → TQQQ; below → SQQQ or BSV; if volatility spikes, hold UVXY.<br>RSI = 0–100 heat gauge; moving avg = average price. Tickers: TQQQ=3× Nasdaq‑100; TECL=3× Tech; UPRO=3× S&P 500; SQQQ=−3× Nasdaq‑100; UVXY=2× VIX/volatility; BSV=short‑term bonds.
A tactical switcher that holds one of TQQQ, TECL, UPRO, SQQQ, UVXY, or BSV. It uses market trend (SPY vs 200‑day), short‑term “heat” (RSI), and recent moves to ride tech uptrends, hedge with volatility, or go defensive/short when trends weaken.
Out-of-sample edge: ~88% annualized return vs SPY ~19%, Sharpe ~1.26 vs ~1.16, Calmar ~1.66. Tech-heavy, rules-based with hedges aims for higher risk-adjusted gains; expect larger drawdowns in bear markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1426.5B | 2026-10-11 | |
| Backtest regulatory fees | $1.3B | 2026-10-11 | |
| Backtest slippage cost | $3.1B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical allocation, tech-heavy, trend following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 77 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "FAS", "QQQ", "SPY", "SQQQ", "TECL", "TQQQ", "UPRO", "UVXY", "VOX", "VTV", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 56 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 638 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 251.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 14265484k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 88.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 398.09% | 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) | 46.54% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.37% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 69.92% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 68.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.48 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
