Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy swing strategy that defaults to 3x Nasdaq (TQQQ), but uses a 200‑day trend filter, short‑term hot/cold readings (RSI), and hedges (SQQQ, PSQ, TLT, UVXY) to flip between offense and defense.
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 10 funds in its are : PSQ, 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 filter: if SPY is above its 200‑day average = risk‑on; else risk‑off.<br>2) Risk‑on: usually TQQQ (3x Nasdaq). If very hot short‑term (RSI ~80+), briefly UVXY (volatility). If Nasdaq doubled over ~3 yrs, move to PSQ (−1x) or 50/50 PSQ+TLT (Treasuries).<br>3) Risk‑off: buy oversold bounces (TECL/UPRO), else toggle TQQQ, SQQQ (−3x) or TLT using 10‑day RSI and 20/1000‑day averages.
Aggressive, tech‑heavy swing strategy that defaults to 3x Nasdaq (TQQQ), but uses a 200‑day trend filter, short‑term hot/cold readings (RSI), and hedges (SQQQ, PSQ, TLT, UVXY) to flip between offense and defense.
Out-of-sample upside: ~56% annualized vs ~19% for SPY, with Calmar ~1.12 and hedges to manage risk. Tech-heavy, tactical tilt targeting big growth-cycle upside, yet higher drawdowns (~50%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $94.1B | 2026-10-11 | |
| Backtest regulatory fees | $127.2M | 2026-10-11 | |
| Backtest slippage cost | $1.2B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, tactical rotation, tech/nasdaq focus, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 47 | 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) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QQQ", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 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) | 1.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 551 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 192.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 941328k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 165.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 16.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 44.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 44.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.12% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 33.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.19% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.19% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
