Composer · investment strategy
by Composer Technologies · via Composer
A daily “all‑in or out” system: ride 3x Nasdaq (TQQQ) in uptrends or deep pullbacks, hide in T‑Bills (BIL) when volatility/conditions worsen, and rarely make a speculative 3x inverse biotech (LABD) bet during extreme signals.
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 ()
3 of 9 funds in its are : LABD, TMF, 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 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.
4 missing
The text the rules are quoted from, with where it came from.
Each day it owns just one thing: TQQQ (aims for 3x Nasdaq‑100’s daily move), BIL (cash‑like T‑Bills), or—rarely—LABD (3x opposite of biotech).<br>It buys TQQQ when the Nasdaq is trending up or very washed‑out, moves to BIL when volatility spikes or trend breaks, and in a few “too hot/whiplash” cases takes a short‑biotech punt. Bond moves help green‑light risk.
A daily “all‑in or out” system: ride 3x Nasdaq (TQQQ) in uptrends or deep pullbacks, hide in T‑Bills (BIL) when volatility/conditions worsen, and rarely make a speculative 3x inverse biotech (LABD) bet during extreme signals.
Out-of-sample annualized return 35.8% vs 21.3% for the S&P, with trend/bond risk controls and Calmar ~0.85. Higher upside and disciplined risk management offer a compelling, more aggressive alternative to the S&P despite larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $135.2M | 2026-10-11 | |
| Backtest regulatory fees | $275k | 2026-10-11 | |
| Backtest slippage cost | $2.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend-following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 63 | 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", "BND", "IEF", "LABD", "QQQ", "SPY", "TLT", "TMF", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,859 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 131.20% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1352k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.82% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 52.99% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.56 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 62.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
