Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical plan: ride tech uptrends with TQQQ, flip to PSQ/SQQQ when risk rises, and use VIXY/UVXY as a short-term hedge when markets look overheated. Buys sharp dips with 3x ETFs; may park in cash-like BIL when conditions are unclear.
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 ()
8 of 20 funds in its are : PSQ, SH, SOXL, 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: 1) Checks a “hot/cold” meter (RSI). If markets are very hot, it holds volatility ETFs (VIXY/UVXY = rise when fear jumps). 2) If markets are very cold, it buys 3x “dip” funds (SOXL/TECL/UPRO). 3) Otherwise, uses trend and bonds-vs-bears to pick offense vs defense. If uptrend and fear is calm, buy TQQQ (3x Nasdaq). If fear just spiked (>10% VIXY in 2 days) or trend is down, hold PSQ/SQQQ (inverse Nasdaq) or sit in BIL (cash-like).
Daily tactical plan: ride tech uptrends with TQQQ, flip to PSQ/SQQQ when risk rises, and use VIXY/UVXY as a short-term hedge when markets look overheated. Buys sharp dips with 3x ETFs; may park in cash-like BIL when conditions are unclear.
Out-of-sample edge: ride tech uptrends with 3x ETFs and quick hedges for higher upside. OOS return ~27.8% vs S&P ~18.6%, with active risk controls. Rare regimes may produce larger drawdowns.
Instead of relying purely on the RSI comparison between AGG and SH, this strategy factors in market volatility to decide whether to buy TQQQ or PSQ. If volatility (using VIXY) is high, as determined by a cumulative return threshold, PSQ is a safer option. This addressed some of the volatility the market experienced from July 31 - Aug 5, 2024.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.7B | 2026-10-11 | |
| Backtest regulatory fees | $20.1M | 2026-10-11 | |
| Backtest slippage cost | $194.0M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, nasdaq/tech focus, tactical allocation, trend + mean reversion, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 82 | 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", "IEF", "PSQ", "QQQ", "SH", "SOXL", "SOXX", "SPY", "SQQQ", "TECL", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 173 | 2026-10-11 | |
| Watchers | 44 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 517 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 152.63% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 107394k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.55% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.85% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.58% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.01 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.00% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
