Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑led switcher: lever up to TQQQ when the market is in an uptrend and tech momentum beats a managed‑futures benchmark; hedge if overheated. In downtrends, buy extreme dips or rotate to Treasuries or short tech; cash when signals are weak.
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.
0.5% 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% · 2026-10-11 ()
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 ()
6 of 11 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) Market regime: If SPY is above its 200‑day average (long‑term uptrend), use “uptrend” rules; else “downtrend.”<br>Uptrend: If short‑term “heat” is high (RSI: 0–100; high=overheated), hedge with UVXY (volatility). Otherwise, if Tech (XLK) beats KMLM (managed‑futures trend fund), go 100% TQQQ (3× Nasdaq‑100); else hold BIL (T‑Bills).<br>Downtrend: Buy extreme dips with TECL/UPRO (3× Tech/S&P) when RSI is very low. If not, when TQQQ is weak, choose TLT (long Treasuries) or SQQQ (−3× Nasdaq) by momentum and the same XLK vs KMLM check.
Aggressive, tech‑led switcher: lever up to TQQQ when the market is in an uptrend and tech momentum beats a managed‑futures benchmark; hedge if overheated. In downtrends, buy extreme dips or rotate to Treasuries or short tech; cash when signals are weak.
Out-of-sample edge: Sharpe ~1.26; annualized return ~68% vs ~19% for the S&P; Calmar ~2.35. A regime-driven, tech-heavy strategy with stronger risk-adjusted upside, though it may endure larger drawdowns than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.7M | 2026-10-11 | |
| Backtest regulatory fees | $9,317 | 2026-10-11 | |
| Backtest slippage cost | $81k | 2026-10-11 |
| AI categories (Composer) | cross-asset confirmation, leverage, momentum (rsi), risk-managed, tactical allocation, tech-heavy, trend filter (200-day ma) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 46 | 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[ "BIL", "KMLM", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,449 | 2026-10-11 | |
| Out-of-sample length | 539 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 200.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 56k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 68.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 204.06% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.96% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.12% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.53 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.33% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
