Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based plan that rides big‑tech uptrends with TQQQ, but when momentum cools or overheats it quickly hedges or flips short (PSQ/SQQQ), or moves to cash (BIL) or gold (GLD). Uses trend filters, a hot/cold RSI gauge, and recent-return triggers.
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 ()
6 of 18 funds in its are : PSQ, SH, SQQQ, TECL, TQQQ, UPRO
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.
First check trend: if the S&P 500 is above its 200‑day average (uptrend), try to own TQQQ (a 3x Nasdaq‑100 fund). If prices are very stretched up or down, temporarily hedge or park in cash (BIL), gold (GLD), or volatility (VXX). If the S&P 500 is below its 200‑day average (downtrend), flip defensive: short the Nasdaq (PSQ/SQQQ), or sit in GLD/cash. Decisions use RSI (a 0–100 hot/cold score), moving averages, and recent returns.<br>Key funds: TQQQ=3x Nasdaq; PSQ=short QQQ; SQQQ=3x short Nasdaq; BIL=T‑bills; GLD=gold; VXX=volatility; SPY=S&P 500; QQQ=Nasdaq‑100.
Daily, rules-based plan that rides big‑tech uptrends with TQQQ, but when momentum cools or overheats it quickly hedges or flips short (PSQ/SQQQ), or moves to cash (BIL) or gold (GLD). Uses trend filters, a hot/cold RSI gauge, and recent-return triggers.
Rides tech-led uptrends using leveraged Nasdaq exposure with quick hedges (PSQ/SQQQ, GLD, BIL). Out-of-sample annualized return ~50% vs SPY ~18%, but higher drawdowns ~45%. Calmar ~1.11; Sharpe ~0.95 vs SPY ~1.08. Higher upside, higher risk.
1/19/2018
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44.0B | 2026-10-11 | |
| Backtest regulatory fees | $95.6M | 2026-10-11 | |
| Backtest slippage cost | $923.3M | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, market timing, momentum, risk management, tactical asset allocation, trend-following, volatility hedging | 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", "GLD", "IEF", "PSQ", "QQQ", "SH", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TQQQ", "UPRO", "VPU", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 479.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 439565k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 144.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -13.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 55.99% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -16.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.89 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.74% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 69.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.66% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
