Composer · investment strategy
by Composer Technologies · via Composer
A daily risk-on/risk-off switch: lean hard into tech via TQQQ when conditions look calm/strong, hide in BTAL when volatility or defensive signals rise. Uses volatility (VIXM), credit (JNK), utilities, and gold to decide; can split if mixed.
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.
It flips between two funds: TQQQ (a 3x version of the Nasdaq‑100) when markets look calm/strong, and BTAL (a defensive, market‑neutral fund) when stress rises. It reads simple gauges: volatility (VIXM), credit (JNK), utilities (XLU), and gold (GLD). If those favor offense, it buys TQQQ; if they flash caution, it holds BTAL. It rechecks daily and can split 50/50 if signals disagree.
A daily risk-on/risk-off switch: lean hard into tech via TQQQ when conditions look calm/strong, hide in BTAL when volatility or defensive signals rise. Uses volatility (VIXM), credit (JNK), utilities, and gold to decide; can split if mixed.
Out-of-sample annualized return ~33% vs ~19% for the S&P, driven by a tactical TQQQ/BTAL switch that captures tech rallies and defends during stress. Higher upside potential, but expect larger drawdowns in volatile regimes (≈41%).
Is mayonnaise an instrument?
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $45.8M | 2026-10-11 | |
| Backtest regulatory fees | $93k | 2026-10-11 | |
| Backtest slippage cost | $827k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, market neutral factor, risk-on/risk-off, tactical allocation, trend/momentum, 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[ "BTAL", "GLD", "JNK", "QQQ", "TQQQ", "VIXM", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 653 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 75.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 458k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.05% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
