Composer · investment strategy
by Composer Technologies · via Composer
A momentum‑ and volatility‑gated switch. If SPY/QQQ are strong and volatility is low, it goes 100% SPXL (3x S&P 500). If tech is weak and trending down, it goes 100% SQQQ (3x inverse QQQ). Otherwise it parks ~97% in T‑Bills (BIL) with tiny, volatility‑weighted equity slices.
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.
“~97% BIL (T‑Bills)”
“then if 10‑day volatility ≤2% buy SPXL (3x S&P 500)”
“buy SQQQ (3x inverse QQQ)”
“if SPY’s momentum is strong (RSI on 15/10/5 days > 30/40/50)”
“QQQ’s 4‑day RSI ≥60”
“if QQQ is weak and in a downtrend (20‑day avg < 100‑day), buy SQQQ (3x inverse QQQ)”
“tiny, calmer‑weighted slices of SPY/QQQ/SMH/IWM/JEPI/SCHD/TQQQ/SOXL/SPXL”
11 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.
0.1% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
0.4% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
4 of 11 funds in its are : SOXL, SPXL, SQQQ, TQQQ
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Capital preservation 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.
Switches between three states: 1) Risk‑on: if SPY’s momentum is strong (RSI on 15/10/5 days > 30/40/50) and QQQ’s 4‑day RSI ≥60, then if 10‑day volatility ≤2% buy SPXL (3x S&P 500); if vol is higher, use the Base. 2) Short tech: if QQQ is weak and in a downtrend (20‑day avg < 100‑day), buy SQQQ (3x inverse QQQ). 3) Otherwise stay in the Base: ~97% BIL (T‑Bills) plus tiny, calmer‑weighted slices of SPY/QQQ/SMH/IWM/JEPI/SCHD/TQQQ/SOXL/SPXL. RSI = 0–100 of recent ups vs downs.
A momentum‑ and volatility‑gated switch. If SPY/QQQ are strong and volatility is low, it goes 100% SPXL (3x S&P 500). If tech is weak and trending down, it goes 100% SQQQ (3x inverse QQQ). Otherwise it parks ~97% in T‑Bills (BIL) with tiny, volatility‑weighted equity slices.
Out-of-sample return 29.2% vs SPY 21.6%, beta ~0.59, Calmar 1.54. A mostly-cash core with momentum and volatility gates times levered bets, delivering bigger upside while keeping risk in line with the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $70k | 2026-10-11 | |
| Backtest regulatory fees | $286 | 2026-10-11 | |
| Backtest slippage cost | $2,473 | 2026-10-11 |
| AI categories (Composer) | cash/t‑bills core, inverse etf hedge, leveraged etfs, momentum (rsi), regime switching, tactical allocation, trend (moving averages), volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 101 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IWM", "JEPI", "QQQ", "SCHD", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "TQQQ" ] | 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) | 0.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,574 | 2026-10-11 | |
| Out-of-sample length | 864 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 36.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 602.86% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 63.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
