Composer
The Holy Grail
Robust
“Aggressive, trend/momentum strategy around big tech. Rides uptrends with TQQQ, flips to UVXY on extreme heat.”
From Composer
As tested: Same tree as TQQQ For The Long Term, but the trend is TQQQ against its own 200-day and the hedge picks between SQQQ and BSV.
Holding today: TQQQ 100% · last switch Jul 30, 2026
Uses leveraged funds. The test covers 2016–2026, one long Nasdaq bull market; it has never seen a 2000–02 or 2008, where 3× funds lost 90%+.
Edge per month+7.23 pts/mopts per month vs SPY
t-stat5.0095% range +4.39 to +10.06
Months120Nov 1, 2016 – Oct 12, 2026
CAGR128.9%SPY 15.8%
Max drawdown-68.8%SPY -33.8%
Since published+4.61 pts/mo51 months from Jul 20, 2022; +9.28 pts/mo before
Last 12 months+13.27 pts12 months, summed
Why robust
- t-stat 5.0 clears 2.0
- the edge stays positive in 95% of resamples
- 100% of nudged versions keep the edge, so it isn't one lucky setting
- the edge shrank after publication: +4.61 since it was published in 2022-07, vs +9.28 before
Growth of $1
The Holy GrailSPY
Log scale. Traded at the next open after each signal, daily rebalance, slippage on every trade.
Year by year
2016
-0.17 pts/mo2
2017
+7.44 pts/mo12
2018
+3.10 pts/mo12
2019
+6.79 pts/mo12
2020
+18.31 pts/mo12
2021
+5.77 pts/mo12
2022
+11.64 pts/mo12
2023
+9.34 pts/mo12
2024
+3.10 pts/mo12
2025
+4.89 pts/mo12
2026
+2.33 pts/mo10