Composer · investment strategy
by Composer Technologies · via Composer
A 50/50 tactical mix: one half times a 3x Nasdaq fund with a cash cooldown; the other half is a bond/tech switch that flips between 3x long/short Treasuries and equity funds using long- and short-term ‘heat’ (RSI) and trend filters. 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.
2 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 ()
8 of 12 funds in its are : QLD, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, UPRO
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.
It splits the portfolio 50/50. - Half rides a triple‑Nasdaq fund (TQQQ) when stocks trend up; if short‑term ‘heat’ is high it parks in T‑Bills (BIL). In stock downtrends it may switch among TECL/UPRO (3x bulls), SQQQ (3x inverse Nasdaq), or TLT (long Treasuries). - The other half follows bonds: when long Treasuries (TLT) trend up it rotates among TMF (3x long Treasuries), TQQQ, SQQQ, or IVV (S&P 500). When bonds trend down it flips between TMF and TMV (3x short Treasuries) by momentum. RSI = a 0–100 ‘speed/heat’ gauge; >~80 hot, <~30 cold. Rebalanced daily.
A 50/50 tactical mix: one half times a 3x Nasdaq fund with a cash cooldown; the other half is a bond/tech switch that flips between 3x long/short Treasuries and equity funds using long- and short-term ‘heat’ (RSI) and trend filters. Very high risk.
Out-of-sample annualized return ~37.5% vs S&P 500 ~18.6%, with a Sharpe around 1.02 and Calmar ~1.04. Expect higher upside via leverage and regime hedges, but note larger drawdowns (~36% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9B | 2026-10-11 | |
| Backtest regulatory fees | $2.8M | 2026-10-11 | |
| Backtest slippage cost | $26.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical allocation, tech and treasuries, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 84 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IVV", "QLD", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 517 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 108.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 19221k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 48.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 48.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.97% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.52% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
