Composer · investment strategy
by Composer Technologies · via Composer
Simple trend switch: if SPY is above its 200‑day average, be 100% in TQQQ (3× Nasdaq‑100). Otherwise sit in BIL (T‑bills). Checked daily; very aggressive in uptrends, defensive in downtrends.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (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. : 98% · 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 ()
1 of 3 funds in its are : TQQQ
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.
Each day the strategy checks this: Is the S&P 500 (ticker SPY) trading above its average price over roughly the last 200 trading days? If yes, it puts everything into TQQQ, a fund that aims for about 3× the daily moves of the Nasdaq‑100 (big tech; very volatile). If no, it moves everything to BIL, a short‑term U.S. Treasury fund (cash‑like). The check and switch happen daily.
Simple trend switch: if SPY is above its 200‑day average, be 100% in TQQQ (3× Nasdaq‑100). Otherwise sit in BIL (T‑bills). Checked daily; very aggressive in uptrends, defensive in downtrends.
Out-of-sample edge: ~39.9% annualized return vs ~19.9% for the S&P; Calmar ~1.05. Uptrends plug into 3x Nasdaq; downturns shift to cash. Higher drawdowns than the S&P, but far stronger bull-market upside and solid risk-adjusted return.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-11 | |
| Backtest regulatory fees | $694 | 2026-10-11 | |
| Backtest slippage cost | $3,929 | 2026-10-11 |
| AI categories (Composer) | 200-day moving average, leveraged etf, nasdaq-100, risk-on/risk-off, s&p 500 signal, tactical allocation, treasury bills, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPY", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 808 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 36.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 193.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
