Composer · investment strategy
by Composer Technologies · via Composer
A cautious, rules‑based blend: lean into tech (toned‑down 3× via TQQQ) when markets are calm and signals are supportive; shift to T‑bills or Treasury trades when risk rises. Adds short‑term “pop” trades on tech dips/overheats to help reduce 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.
“In calm markets (low S&P volatility), it favors tech via TQQQ (3× NASDAQ‑100), sized down to ~2× by pairing 66% TQQQ with 34% BIL (T‑bills).”
“If risk rises, it moves to BIL or Treasury funds (TYD long, TYO short, TMF long).”
“The second half buys tech on dips, shorts when too hot, or parks in Treasuries.”
“tech’s “heat” (XLK’s RSI: low=dip, high=overheated)”
“stocks vs safety (SPY vs SHY)”
“It blends two rule-sets 50/50.”
4 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.
0.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
73.9% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
6 of 13 funds in its are : SH, SQQQ, TMF, TQQQ, TYD, TYO
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It blends two rule-sets 50/50. In calm markets (low S&P volatility), it favors tech via TQQQ (3× NASDAQ‑100), sized down to ~2× by pairing 66% TQQQ with 34% BIL (T‑bills). If risk rises, it moves to BIL or Treasury funds (TYD long, TYO short, TMF long). It decides using simple gauges: market choppiness (volatility), stocks vs safety (SPY vs SHY), and tech’s “heat” (XLK’s RSI: low=dip, high=overheated). The second half buys tech on dips, shorts when too hot, or parks in Treasuries.
A cautious, rules‑based blend: lean into tech (toned‑down 3× via TQQQ) when markets are calm and signals are supportive; shift to T‑bills or Treasury trades when risk rises. Adds short‑term “pop” trades on tech dips/overheats to help reduce drawdowns.
Out-of-sample edge: 23.5% annualized return vs ~19.9% for the S&P, with a rules-based tech tilt and Treasuries hedge. Higher upside in calm markets, plus volatility gates to help protect against larger drawdowns.
Just took Cautious fund surfing with TQQQ and put Yes Pops in the cash positions of Cautiouos fund surfing and 50/50 with the main strategy to reduce DD.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.6M | 2026-10-11 | |
| Backtest regulatory fees | $17k | 2026-10-11 | |
| Backtest slippage cost | $123k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum/rsi timing, tactical allocation, tech tilt, treasury hedges, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,145 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "SH", "SHY", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "TYD", "TYO", "XLK", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.74 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 609 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 50.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 86k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.32% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.47% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
