Composer · investment strategy
by Composer Technologies · via Composer
Blends a calm 60/40 core with a tactical sleeve that rides QQQ in uptrends, rotates to gold or T‑bills when momentum breaks, and may briefly use volatility or 3x funds during sharp swings. Goal: capture growth, cut major drawdowns.
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.
4 positions as of 2026-10-19
: 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.
1.2% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 2026-10-19 ()
0.0% 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% · 2026-10-19 ()
5 of 11 funds in its are : SOXL, SPXL, SQQQ, TQQQ, 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 Leveraged ETFs 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.
Two sleeves. 1) A steady 60/40 core: 60% VOO (S&P 500) + 40% BIL (T‑bills). 2) A tactical sleeve: if the market is in a long‑term uptrend (S&P > 200‑day avg), it mostly owns QQQ (Nasdaq‑100). If momentum sours or after sharp drops, it shifts to GLD (gold), SHY (short Treasuries) or, briefly, the most beaten‑down 3x funds (TQQQ/SPXL/SOXL). If not in an uptrend, it usually parks in GLD; if fear spikes, it may hold UVXY (a VIX fund). Uses RSI as a heat gauge.
Blends a calm 60/40 core with a tactical sleeve that rides QQQ in uptrends, rotates to gold or T‑bills when momentum breaks, and may briefly use volatility or 3x funds during sharp swings. Goal: capture growth, cut major drawdowns.
Stronger, smoother growth than the S&P: ~33.6% annualized return (vs 27.9%), similar risk but lower max drawdown (~8.18% vs 8.89%), and superior risk-adjusted fit (Calmar ~4.1).
Added "Fund Surfing" to choose between SPY and the QQQs
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.6M | 2026-10-19 | |
| Backtest regulatory fees | $3,918 | 2026-10-19 | |
| Backtest slippage cost | $34k | 2026-10-19 |
| AI categories (Composer) | 60/40 core, gold/treasuries defense, leveraged etfs, momentum (rsi), tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 96 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "QQQ", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "TQQQ", "UVXY", "VOO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 37 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,771 | 2026-10-19 | |
| Out-of-sample length | 369 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 48.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 36k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.02% | ||
| Return, trailing 1 day (out-of-sample) | -1.61% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.30% | ||
| Return, trailing 1 week (out-of-sample) | -0.36% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 22.56% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.59% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.93% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.65% | ||
| SPY annualized return over the backtest window (backtest) | 15.02% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.03 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.12 | ||
| Maximum drawdown, backtest period (backtest) | -23.66% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.18% | ||
| Sharpe ratio, backtest period (backtest) | 1.92 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.05 | ||
| Sortino ratio, backtest period (backtest) | 3.76 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.26 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.69% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.71% |
| Annualized turnover, backtest period (backtest) | 14.34 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.72 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.83% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
