Composer · investment strategy
by Composer Technologies · via Composer
Rule-based swing strategy using 3x ETFs. In uptrends: hold TQQQ unless overheated (then UVXY) or weak (then BIL). In downtrends: play oversold bounces, else rotate to SQQQ or TLT, or sit in BIL. High risk, tech-heavy tilt.
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 2026-10-19
: 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 ()
6 of 9 funds in its are : SPXL, SQQQ, TECL, 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.
1) Trend check: Is SPY above its 200‑day average (a long‑term trend line)? - If YES: If the market looks “red‑hot” (RSI, a 0–100 heat gauge, > ~80), briefly hold UVXY (a volatility spike bet). Otherwise hold TQQQ if its trend is up and the last ~200‑day loss is < ~25%; else sit in BIL (cash‑like T‑Bills). - If NO: Try quick rebounds (TECL/UPRO) when oversold (RSI < ~30). If no bounce, choose SQQQ or TLT based on which is stronger short‑term; if damage is mild, try TQQQ; else use BIL. Main exposures: tech/Nasdaq, S&P 500, Treasuries, cash‑like T‑Bills, and short‑term volatility.
Rule-based swing strategy using 3x ETFs. In uptrends: hold TQQQ unless overheated (then UVXY) or weak (then BIL). In downtrends: play oversold bounces, else rotate to SQQQ or TLT, or sit in BIL. High risk, tech-heavy tilt.
Rule-based regime strategy diversifying beyond SPY: rotate leveraged tech, inverses, and bonds. Out-of-sample ~14% annualized returns with higher drawdowns (~42%), yet it offers regime-driven opportunities and diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.5B | 2026-10-19 | |
| Backtest regulatory fees | $11.9M | 2026-10-19 | |
| Backtest slippage cost | $115.1M | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, momentum, risk management, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 50 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.53 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 572 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 150.16% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 94695k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.34% | ||
| 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) | -1.72% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.49% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -2.71% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.57 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.33 | ||
| Maximum drawdown, backtest period (backtest) | -42.01% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.02% | ||
| Sharpe ratio, backtest period (backtest) | 1.83 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.51 | ||
| Sortino ratio, backtest period (backtest) | 3.09 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.62 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 59.52% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.84% |
| Annualized turnover, backtest period (backtest) | 26.26 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.03 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.72% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
