Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily tactical mix. Rides uptrends with 3x tech/Nasdaq or 3x S&P, but when markets overheat or weaken it rotates to managed futures, gold, or short‑Nasdaq/volatility hedges. Very high risk; relies on trend and momentum signals.
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.
0.0% 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. : 100% · 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 19 funds in its are : PSQ, SH, 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.
Each day it checks if the S&P 500 is above its 200‑day average (long‑term trend). If yes, it mainly rides TQQQ/TECL (3x tech/Nasdaq) or UPRO (3x S&P). When things look overheated or choppy, it shifts to DBMF (managed‑futures), SPY, or hedges with PSQ/SQQQ (inverse QQQ), GLD (gold), or UVXY (volatility). If the S&P is below the 200‑day, it favors PSQ/SQQQ or GLD/DBMF, with quick flips on sharp bounces. It times moves with RSI (0–100 hot/cold gauge), moving averages, and short‑term returns.
Aggressive, daily tactical mix. Rides uptrends with 3x tech/Nasdaq or 3x S&P, but when markets overheat or weaken it rotates to managed futures, gold, or short‑Nasdaq/volatility hedges. Very high risk; relies on trend and momentum signals.
Out-of-sample annualized return ~30% vs SPY ~18%, powered by levered tech exposure in uptrends and hedges (gold, futures, inverse ETFs) in downturns. Diversified, regime-switching strategy aims for higher upside with active risk controls—though drawdowns can be large.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.3B | 2026-10-11 | |
| Backtest regulatory fees | $19.9M | 2026-10-11 | |
| Backtest slippage cost | $191.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short, managed futures, regime switching, tactical trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 189 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "AGG", "BIL", "BND", "CORP", "DBMF", "GLD", "IEF", "PSQ", "QQQ", "SH", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VPU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 518.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 73177k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -11.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -15.81% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 11.38 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 69.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 69.28 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.76% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
