Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, tech‑heavy strategy. In uptrends it rides the NASDAQ via TQQQ; when overheated it flips/hedges with SQQQ or buys UVXY. In downtrends it parks in short-term bonds, with occasional oversold bounces in TECL/SOXL and volatility plays.
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.
9 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.
0.1% 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 ()
13.5% 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 17 funds in its are : SOXL, SPXL, SQQQ, TECL, TQQQ, 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.
It switches among a few funds using two cues.<br>- Trend: if the S&P 500 (SPY) sits above its 200‑day average, be risk‑on; if below, be defensive.<br>- Heat: a short‑term momentum “thermometer” (RSI) flags when prices look too hot or too cold.<br>Risk‑on: ride the NASDAQ with TQQQ (3×); if overheated, briefly hedge/flip with SQQQ (−3×) or buy UVXY (spikes in panics).<br>Defensive: use short‑term bonds (SHY/BSV), sometimes try quick bounces in oversold 3× tech/semis (TECL/SOXL), or use UVXY during volatility spikes. It also reacts to big 1–5 day drops/pops.
Rules-based, tech‑heavy strategy. In uptrends it rides the NASDAQ via TQQQ; when overheated it flips/hedges with SQQQ or buys UVXY. In downtrends it parks in short-term bonds, with occasional oversold bounces in TECL/SOXL and volatility plays.
Out-of-sample edge: higher risk-adjusted returns and positive alpha vs SPY (Sharpe ~1.44, Calmar ~1.74, alpha +0.22%). Big upside (78% annualized) with hedges/bonds to control risk—aims to outperform the S&P 500.
Made by /Ken Luu /derecknielsen & V3 is modified by Garen Phillips. V4 by HinnomTX solves the TECL oversold RSI loop of death
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $32.5B | 2026-10-11 | |
| Backtest regulatory fees | $30.8M | 2026-10-11 | |
| Backtest slippage cost | $296.9M | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, rsi/overbought-oversold, tactical allocation, tech-heavy, trend filter, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 121 | 2026-10-11 | |
| Rebalance corridor width | 25.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "BSV", "MSFT", "NVDA", "QQQ", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "TSLA", "TSM", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 738 | 2026-10-11 | |
| Watchers | 383 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 961 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 172.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 325275k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 78.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 805.13% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.61% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.05% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.36% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.88% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.19 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.12 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
