Composer · investment strategy
by Composer Technologies · via Composer
Daily switch between two four‑stock baskets based on whether T‑Mobile’s recent volatility exceeds AT&T’s; equal weights and includes leveraged ETFs (TQQQ or UDOW).
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.
5 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%)
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. : 100% · 2026-10-11 ()
24.2% 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 ()
2 of 10 funds in its are : TQQQ, UDOW
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 Alternative data label, from other sources first, strongest risk-adjusted return first.
Collective2
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 compares recent price “bounciness” (last 10 trading days) between T‑Mobile (TMUS) and AT&T (T). If TMUS is bouncier, it splits money equally among Alphabet (GOOG), Meta (META), Walmart (WMT), and TQQQ (a 3× Nasdaq‑100 ETF). Otherwise it splits among Apple (AAPL), Target (TGT), AMD, and UDOW (a 3× Dow 30 ETF). It rebalances daily.
Daily switch between two four‑stock baskets based on whether T‑Mobile’s recent volatility exceeds AT&T’s; equal weights and includes leveraged ETFs (TQQQ or UDOW).
Out-of-sample, this strategy delivers stronger risk-adjusted gains vs the S&P 500: ~41.5% annualized return, Sharpe ~1.36, Calmar ~1.34, via a simple daily volatility switch between Nasdaq-3x and Dow-3x exposure. Higher upside, with larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $364k | 2026-10-11 | |
| Backtest regulatory fees | $836 | 2026-10-11 | |
| Backtest slippage cost | $6,351 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, large-cap growth, leveraged etfs, tactical allocation, us equities, volatility signal | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "GOOG", "META", "T", "TGT", "TMUS", "TQQQ", "UDOW", "WMT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,153 | 2026-10-11 | |
| Out-of-sample length | 710 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3539% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 166.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 62.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 62.09% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.46% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.37% | 2026-10-11 |
Quantbase · Surmount
