Composer · investment strategy
by Composer Technologies · via Composer
Rides strong tech uptrends with 3x Nasdaq/S&P funds (esp. TQQQ), but quickly cuts risk to cash, Treasuries, anti‑Nasdaq, or “fear” ETFs when warning lights flash. Many safety checks and daily rebalancing to stay on the right side of the trend.
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.
“it moves to defense: cash‑like T‑Bills (BIL), Treasuries (IEF/TLT), anti‑Nasdaq funds (PSQ/SQQQ), or a “fear” fund that often jumps in sell‑offs (VIXY/UVXY)”
“Rides strong tech uptrends with 3x Nasdaq/S&P funds (esp. TQQQ)”
“It holds the few that test best and rebalances daily.”
“It runs 10 quick tests (fast gains vs bumpiness, price above/below averages, RSI speedometer: 0–100).”
“It constantly checks if stocks are trending up and calm. If yes, it buys a turbocharged Nasdaq fund (TQQQ).”
2 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.
0.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
49.4% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
10 of 26 funds in its are : NAIL, PSQ, SH, SOXL, SPXL, SQQQ, TECL, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It constantly checks if stocks are trending up and calm. If yes, it buys a turbocharged Nasdaq fund (TQQQ). If only okay, it may use similar tech/S&P turbo funds (TECL, UPRO). If danger shows or things get overheated, it moves to defense: cash‑like T‑Bills (BIL), Treasuries (IEF/TLT), anti‑Nasdaq funds (PSQ/SQQQ), or a “fear” fund that often jumps in sell‑offs (VIXY/UVXY). It runs 10 quick tests (fast gains vs bumpiness, price above/below averages, RSI speedometer: 0–100). It holds the few that test best and rebalances daily.
Rides strong tech uptrends with 3x Nasdaq/S&P funds (esp. TQQQ), but quickly cuts risk to cash, Treasuries, anti‑Nasdaq, or “fear” ETFs when warning lights flash. Many safety checks and daily rebalancing to stay on the right side of the trend.
Rides Nasdaq tech uptrends with daily risk checks and fast hedges. Out-of-sample: ~70% annualized return, Sharpe ≈1.27, Calmar ≈1.96 vs S&P; but higher drawdowns (~36% vs ~19%) in stress—yet stronger risk-adjusted upside over time.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $24.3B | 2026-10-11 | |
| Backtest regulatory fees | $44.9M | 2026-10-11 | |
| Backtest slippage cost | $433.4M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum, risk-managed, tactical allocation, tech-heavy, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,368 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.65 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "IEF", "NAIL", "PSQ", "QQQ", "SH", "SMH", "SOXL", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UUP", "UVXY", "VDE", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.05 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 85 | 2026-10-11 | |
| Watchers | 45 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,778 | 2026-10-11 | |
| Out-of-sample length | 544 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 279.36% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 243055k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 216.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.50% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.01 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
