Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy timing strategy. Uses 200‑day/20‑day trends and a 0–100 “heat” gauge (RSI) to ride TQQQ/SOXL in uptrends, flip to SQQQ or UVXY in stress, or hide in bonds/dividends (BSV/TMF/SCHD). High risk with big swings.
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.
3 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%)
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. : 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 ()
7 of 10 funds in its are : SOXL, SQQQ, TECL, TMF, TQQQ, UPRO, 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.
Step 1: Check if SPY (S&P 500) is above its 200‑day average (risk‑on). If yes and short‑term “heat” (RSI 0–100) is extreme in TQQQ/SPY, hold UVXY (volatility). Otherwise hold about 90% TQQQ (3x Nasdaq‑100) and 10% SOXL (3x semis). If risk‑off, buy oversold rebounds (TECL/UPRO), or when fear (UVXY) spikes move to BSV (short bonds) or TMF/SCHD. Else rotate among TQQQ, SQQQ (3x inverse), TMF, or BSV using 20‑day trend and RSI.
Aggressive, tech‑heavy timing strategy. Uses 200‑day/20‑day trends and a 0–100 “heat” gauge (RSI) to ride TQQQ/SOXL in uptrends, flip to SQQQ or UVXY in stress, or hide in bonds/dividends (BSV/TMF/SCHD). High risk with big swings.
Out-of-sample edge: ~79% annualized return vs ~20% for SPY, Calmar ~1.56, and Sharpe ~1.26. Tech-heavy, trend-driven strategy with hedges aims for higher growth while keeping risk in check relative to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $151.9B | 2026-10-11 | |
| Backtest regulatory fees | $107.8M | 2026-10-11 | |
| Backtest slippage cost | $937.7M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, tactical market timing, tech-heavy, trend and mean-reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 61 | 2026-10-11 | |
| Rebalance corridor width | 25.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.85 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "SCHD", "SOXL", "SPY", "SQQQ", "TECL", "TMF", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,753 | 2026-10-11 | |
| Out-of-sample length | 921 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 203.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1519347k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 79.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 745.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.66% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 66.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
