Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based rotation. Above the 200‑day trend it rides UPRO/TQQQ, parks in T‑Bills when signals weaken, and may briefly hedge with VXX/SQQQ/SDOW if things look too hot. Below the trend it buys sharp dips in TQQQ or holds hedges (bonds, gold, BTAL, SQQQ).
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 2026-06-30)
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 ()
0.0% 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 15 funds in its are : SDOW, SQQQ, TMF, 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.
Step 1: Is SPY above its 200‑day average (a long‑term trendline)? If yes, ride upside with 3x S&P/Nasdaq (UPRO/TQQQ). If things look “too hot” (RSI, a 0–100 hot/cold meter, >~80), briefly hedge with VXX or inverse funds (SQQQ/SDOW). If weak, sit in T‑Bills (BIL).<br>Step 2: If SPY is below the 200‑day average, run buy‑the‑dip/sell‑the‑rip on TQQQ: add after sharp drops (e.g., >10% in ~week or RSI<~30), hedge after surges; otherwise hold diversifiers (AGG/TMF bonds, GLD, BTAL) or SQQQ. Uses VXX (not UVXY) to avoid K‑1s. Rebalanced daily.
Daily, rules-based rotation. Above the 200‑day trend it rides UPRO/TQQQ, parks in T‑Bills when signals weaken, and may briefly hedge with VXX/SQQQ/SDOW if things look too hot. Below the trend it buys sharp dips in TQQQ or holds hedges (bonds, gold, BTAL, SQQQ).
Dynamic rotation using 3x leveraged ETFs and hedges aims for much higher upside than the S&P. Out-of-sample: ~37.7% annual return vs ~18.3% for the S&P; risk controls limit tails, but drawdowns can be larger in tough markets.
Replace all UVXY with VXX for no K-1's.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17.6B | 2026-10-11 | |
| Backtest regulatory fees | $38.7M | 2026-10-11 | |
| Backtest slippage cost | $373.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, multi-asset (equities/bonds/gold), risk-on/risk-off, tactical rotation, trend-following + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 100 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.64 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "BTAL", "GLD", "QQQ", "SDOW", "SPY", "SQQQ", "TMF", "TQQQ", "UPRO", "UVXY", "VIXM", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,761 | 2026-10-11 | |
| Out-of-sample length | 640 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 162.07% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 176367k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 125.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.95% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.42% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 53.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
