Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tactical plan: ride tech uptrends with TQQQ; when markets look overheated, take short‑term UVXY bets on a pullback; when trends weaken or rates/volatility worsen, rotate into Treasuries, cash, gold, USD, or short QQQ. Very high risk.
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.
3 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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
10 of 25 funds in its are : FAS, SOXL, SPXL, SQQQ, SVXY, TECL, 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.
First, it asks: is the S&P 500 in a long‑term uptrend (price above its 200‑day average)? If yes, it usually holds a turbocharged Nasdaq fund (TQQQ). If prices look “too hot” (very strong recent gains), it briefly switches to a fear‑spike fund (UVXY) to bet on a pullback. If tech weakens or volatility/rates worsen, it moves to Treasuries, cash‑like T‑bills, gold, the U.S. dollar, or at times a short Nasdaq fund (SQQQ).
Aggressive, tactical plan: ride tech uptrends with TQQQ; when markets look overheated, take short‑term UVXY bets on a pullback; when trends weaken or rates/volatility worsen, rotate into Treasuries, cash, gold, USD, or short QQQ. Very high risk.
Out-of-sample performance beats the S&P 500 on risk-adjusted growth: Sharpe ~1.40 vs 1.10, Calmar ~2.84, annualized return ~104% vs ~18% over 846 days. Built-in hedges and tactical rotations seek bigger upside with disciplined risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2182.4B | 2026-10-11 | |
| Backtest regulatory fees | $4.5B | 2026-10-11 | |
| Backtest slippage cost | $7.6B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, tactical asset allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 546 | 2026-10-11 | |
| Rebalance corridor width | 34.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "FAS", "GLD", "IEF", "QQQ", "QQQE", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 |
| Remixes (copies) | 102 | 2026-10-11 | |
| Watchers | 44 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 580 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 276.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 21823837k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 104.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 418.77% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.25% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 74.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 82.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.97% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
