Composer · investment strategy
by Composer Technologies · via Composer
A daily trend switch: when the S&P 500 is in an uptrend, it loads up on a leveraged tech‑heavy fund (TQQQ) with a small Treasury cushion. Otherwise, it shifts to steadier stocks (SPLV) and bonds (AGG).
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 it checks if the S&P 500 (SPY) is trending up: is the recent 50‑day average above the 200‑day average? If yes, go aggressive: 90% TQQQ (3× daily Nasdaq‑100, tech‑heavy) + 10% SHY (1–3yr US Treasuries). If not, go defensive: 60% SPLV (lower‑vol S&P 500 stocks) + 40% AGG (total US bond market). Rebalanced daily.
A daily trend switch: when the S&P 500 is in an uptrend, it loads up on a leveraged tech‑heavy fund (TQQQ) with a small Treasury cushion. Otherwise, it shifts to steadier stocks (SPLV) and bonds (AGG).
Out-of-sample edge: ~43% annualized vs ~23% for S&P, driven by regime-driven leverage into tech in uptrends. Defensive ballast curbs losses, but drawdowns can reach ~53%. Higher risk, higher potential rewards.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $431k | 2026-10-11 | |
| Backtest regulatory fees | $168 | 2026-10-11 | |
| Backtest slippage cost | $429 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical allocation, trend-following, us bonds, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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) | 70 | 2026-10-11 | |
| Watchers | 56 | 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) | 27.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4206% | 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) | 0.43 | 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) | 0.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.91 | 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
