Composer · investment strategy
by Composer Technologies · via Composer
A daily barbell: risk‑on splits between Tech and Health Care, using 3x ETFs only in uptrends and when gains aren’t overheated; risk‑off parks in short‑term bonds, with occasional TQQQ rebound buys after sharp Nasdaq drops.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 8 funds in its are : CURE, TECL, 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Rebalances daily. If SPY is above its 200‑day avg (risk‑on), split 50/50 into Tech and Health Care. In each sector, leverage is allowed only when its 12‑day avg > 26‑day avg; use the 3x fund only if its 10‑day gain ≤5%, else use the 1x fund. If SPY is below its 200‑day avg (risk‑off), hold short‑term bonds (BSV), except after a >4% 5‑day drop in QQQ: buy TQQQ—unless TQQQ already rose >5% today, then stay in BSV. Tickers: SPY=S&P500; XLK/TECL=Tech; XLV/CURE=Health Care; QQQ/TQQQ=Nasdaq‑100; BSV=bonds.
A daily barbell: risk‑on splits between Tech and Health Care, using 3x ETFs only in uptrends and when gains aren’t overheated; risk‑off parks in short‑term bonds, with occasional TQQQ rebound buys after sharp Nasdaq drops.
Out-of-sample, this strategy delivers ~57% annualized return with a higher risk-adjusted Sharpe (~1.28) and positive alpha versus SPY’s ~17% return and ~1.02 Sharpe. Calmar ~2.36 signals strong upside on risk; max drawdown ~24% (vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.0M | 2026-10-11 | |
| Backtest regulatory fees | $2,974 | 2026-10-11 | |
| Backtest slippage cost | $23k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk management, sector rotation, tactical asset allocation, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 30 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.57 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "CURE", "QQQ", "SPY", "TECL", "TQQQ", "XLK", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,842 | 2026-10-11 | |
| Out-of-sample length | 414 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 10k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 57.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 110.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.39% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.65 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.28% | 2026-10-11 |
Collective2
Composer Technologies · Composer
