Composer · investment strategy
by Composer Technologies · via Composer
Rules-based switch between a 3x Nasdaq ETF (TQQQ) and T‑Bills (BIL), using volatility and cross-asset “risk appetite” clues (utilities, junk bonds, gold) to decide when to be aggressive or sit in cash.
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 7 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 Macro signals 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.
Daily, it flips between TQQQ (a 3x version of the Nasdaq‑100) and BIL (T‑Bills). If a volatility ETF (VIXM) is heating up, it takes two “votes”: utilities vs Nasdaq and junk bonds vs Nasdaq. Each vote can put 50% in TQQQ or in BIL. If volatility is calm, it goes 100% TQQQ; if not, 100% BIL. In rare volatility spikes, it parks in BIL unless gold is surging.
Rules-based switch between a 3x Nasdaq ETF (TQQQ) and T‑Bills (BIL), using volatility and cross-asset “risk appetite” clues (utilities, junk bonds, gold) to decide when to be aggressive or sit in cash.
Out-of-sample: ~36.5% annualized return vs ~19% on the S&P, with volatility-driven risk controls that flip to cash in volatility. In calm markets, up to 3x Nasdaq exposure can boost upside; but drawdowns can be higher (~44%).
Is mayonnaise an instrument?
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $21.2M | 2026-10-11 | |
| Backtest regulatory fees | $42k | 2026-10-11 | |
| Backtest slippage cost | $364k | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, daily rebalance, leveraged nasdaq, momentum, risk-on/risk-off, tactical allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.83 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "JNK", "QQQ", "TQQQ", "VIXM", "XLU" ] | 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) | 2.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,943 | 2026-10-11 | |
| Out-of-sample length | 653 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 63.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 212k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 124.20% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.63% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.06% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
