Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switch among leveraged tech bulls (TQQQ/TECL), S&P 500 bull (SPXL), volatility (UVXY), short tech (SQQQ), or short-term bonds (BSV), guided by 200-day trends and 10-day hot/cold (RSI) signals, using SPY or LQD as the market thermometer.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 8 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 picks a “thermometer”—stocks (SPY) or corporate bonds (LQD)—whichever has the stronger 200‑day trend (avg price over ~10 months).<br>If that market is above its 200‑day avg, it holds TQQQ (3× tech) unless short‑term “heat” (10‑day RSI, a 0–100 hot/cold score) is > ~80; then it buys UVXY (market fear).<br>If below, it buys TECL/SPXL on deep “cold” (RSI < ~30); else TQQQ if short‑term firm, or SQQQ/BSV for defense.
A daily, rules-based switch among leveraged tech bulls (TQQQ/TECL), S&P 500 bull (SPXL), volatility (UVXY), short tech (SQQQ), or short-term bonds (BSV), guided by 200-day trends and 10-day hot/cold (RSI) signals, using SPY or LQD as the market thermometer.
Out-of-sample annualized return: 47.2% vs SPY ~19.7%, with regime switching across leveraged tech, volatility, and hedges. Higher upside, but larger drawdowns (OOS max ~35% vs SPY ~9%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $215.8B | 2026-10-19 | |
| Backtest regulatory fees | $158.5M | 2026-10-19 | |
| Backtest slippage cost | $1.1B | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, regime switching, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 61 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "LQD", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.52 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 40 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,581 | 2026-10-19 | |
| Out-of-sample length | 199 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 228.07% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2158229k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.22% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.68% | ||
| Return, trailing 1 day (out-of-sample) | -7.60% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 week (out-of-sample) | -11.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.60% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.64% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | ||
| SPY annualized return over the backtest window (backtest) | 14.87% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.34 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | ||
| Maximum drawdown, backtest period (backtest) | -52.57% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.09% | ||
| Sharpe ratio, backtest period (backtest) | 2.22 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | ||
| Sortino ratio, backtest period (backtest) | 3.88 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 61.90% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.31% |
| Annualized turnover, backtest period (backtest) | 28.22 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.33 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.00% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
