Composer · investment strategy
by Composer Technologies · via Composer
Daily “risk-on/off” timing: buy dips or ride uptrends with 90% in leveraged Nasdaq (TQQQ) + 10% short Treasuries (SHY). If the long-term trend is weak, shift to 60% low-vol stocks (SPLV) and 40% bonds (AGG) to reduce risk.
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.
2 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%)
2 funds (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 ()
89.8% 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 5 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 Aggressive risk 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: 1) If the S&P 500 (SPY) fell >5% in the past 5 days, hold 90% TQQQ (3x Nasdaq‑100) and 10% SHY (1–3 yr Treasuries). 2) Else, if SPY’s 50‑day average price is above its 200‑day (uptrend), use the same 90/10. 3) Otherwise hold 60% SPLV (low‑vol S&P 500) + 40% AGG (core U.S. bonds).
Daily “risk-on/off” timing: buy dips or ride uptrends with 90% in leveraged Nasdaq (TQQQ) + 10% short Treasuries (SHY). If the long-term trend is weak, shift to 60% low-vol stocks (SPLV) and 40% bonds (AGG) to reduce risk.
Out-of-sample edge: ~43.4% annualized return vs SPY ~22.7%, via risk-on leverage and dip rebounds, with defensive SPLV/AGG in weak trends. Expect higher drawdowns (~53.7%) and lower Sharpe (~0.95 vs SPY ~1.46).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $545k | 2026-10-11 | |
| Backtest regulatory fees | $261 | 2026-10-11 | |
| Backtest slippage cost | $907 | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, leveraged etfs, risk-on/risk-off, tactical asset allocation, trend-following, u.s. bonds, u.s. equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "SHY", "SPLV", "SPY", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.20 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 |
| Remixes (copies) | 64 | 2026-10-11 | |
| Watchers | 55 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,880 | 2026-10-11 | |
| Out-of-sample length | 893 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 29.64% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5349% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 258.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 47.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 47.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.95% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.34% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.12% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
