Composer · investment strategy
by Composer Technologies · via Composer
Daily plan: sit in T‑Bills unless short‑term Treasuries have risen recently. When “on,” hold 3x Nasdaq‑100 and 3x S&P 500 50/50—except after a huge Nasdaq up day, when it flips to 3x inverse Nasdaq to fade the spike.
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.
1.9% 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. : 99% · 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 ()
3 of 6 funds in its are : SQQQ, TQQQ, UPRO
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 SHY (1–3yr US Treasuries) has risen over the last 5 trading days, take risk; otherwise park in BIL (1–3mo T‑Bills). 2) When risk‑on: if QQQ’s last‑day move was under +3%, buy TQQQ (3x Nasdaq‑100) and UPRO (3x S&P 500) 50/50. If QQQ jumped ≥ +3%, buy SQQQ (3x inverse Nasdaq‑100). Rebalance daily.
Daily plan: sit in T‑Bills unless short‑term Treasuries have risen recently. When “on,” hold 3x Nasdaq‑100 and 3x S&P 500 50/50—except after a huge Nasdaq up day, when it flips to 3x inverse Nasdaq to fade the spike.
Out-of-sample ~57.6%/yr vs SPY ~21%; levered Nasdaq/S&P bets with a Treasury gate. Big upside, but expect drawdowns near ~55%. Calmar ~1.05 signals competitive risk-adjusted potential for a high-beta approach.
https://bit.ly/GenesisLaunch - https://bit.ly/investorcollabdiscord
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.0M | 2026-10-11 | |
| Backtest regulatory fees | $30k | 2026-10-11 | |
| Backtest slippage cost | $259k | 2026-10-11 |
| AI categories (Composer) | cash/t‑bills, daily tactical, leveraged etfs, mean reversion, momentum, risk switch, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.69 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SHY", "SQQQ", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 100k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 57.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 393.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.77% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.98 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.80% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
