Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switcher across 3x tech/S&P funds, inverse tech, volatility, Treasuries, or T‑bills. Uses moving averages, RSI, and 200‑day returns to ride uptrends, buy dips, or hide in safety; extremely high risk due to leverage and UVXY.
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.
2 positions as of 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
6 of 10 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.
Funds: TQQQ=3x Nasdaq (tech), SPY/QQQ broad, UPRO/SPXL=3x S&P, TECL=3x tech, SQQQ=3x inverse Nasdaq, UVXY=volatility, TLT=long Treasuries, BIL=T‑bills. RSI 0–100: >~80 overheated, <~30 oversold. 200/20‑day MAs=trend; 200‑day return=backdrop.<br>SPY>200‑day: use TQQQ when trend is strong; if overheated, go UVXY; else BIL.<br>SPY≤200‑day: buy dips with TECL/UPRO when oversold; else if TQQQ<20‑day pick SQQQ or TLT by higher RSI; else SQQQ if oversold, else TQQQ or BIL. Daily; very high risk.
Daily, rules-based switcher across 3x tech/S&P funds, inverse tech, volatility, Treasuries, or T‑bills. Uses moving averages, RSI, and 200‑day returns to ride uptrends, buy dips, or hide in safety; extremely high risk due to leverage and UVXY.
Out-of-sample edge: 23.69% annualized return vs 17.50% for the S&P, powered by a rules-based, regime-aware approach with hedges. Captures tech-led upside while defending during spikes, but accepts higher drawdowns (~42%) in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.8B | 2026-10-19 | |
| Backtest regulatory fees | $15.3M | 2026-10-19 | |
| Backtest slippage cost | $147.5M | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, momentum, risk management, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 50 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.62 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 572 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 155.24% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 128051k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.69% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.34% | ||
| Return, trailing 1 day (out-of-sample) | -7.60% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 week (out-of-sample) | -11.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -1.72% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.49% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -2.71% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.69 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.56 | ||
| Maximum drawdown, backtest period (backtest) | -42.01% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.02% | ||
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Sortino ratio, backtest period (backtest) | 3.14 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 59.83% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.54% |
| Annualized turnover, backtest period (backtest) | 27.13 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.79 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.59% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.55% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
