Composer · investment strategy
by Composer Technologies · via Composer
A daily switch that parks in T‑Bills when the S&P 500 is overheated, buys 3x Nasdaq on washouts or strong tech momentum, rotates to long Treasuries if trends look weak, and otherwise shorts the Nasdaq with -3x exposure.
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.
1 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%)
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. : 98% · 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 ()
2 of 7 funds in its are : SQQQ, 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.
Checks daily. Uses RSI (0–100 gauge of recent buying/selling speed) on SPY (S&P 500) and XLK (US tech), plus a 20-day average on KMLM (a managed-futures trend ETF). If SPY is very hot (RSI>80) hold BIL (T-Bills). Else if very washed-out (RSI<30) buy TQQQ (3x Nasdaq-100). Else if tech beats KMLM on RSI, buy TQQQ. Else if KMLM is below its 20-day average, buy TLT (long Treasuries). Otherwise short Nasdaq with SQQQ (-3x).
A daily switch that parks in T‑Bills when the S&P 500 is overheated, buys 3x Nasdaq on washouts or strong tech momentum, rotates to long Treasuries if trends look weak, and otherwise shorts the Nasdaq with -3x exposure.
Out-of-sample, this strategy delivers about 81% annualized return vs SPY's ~25%, with Calmar ~2.66 and Sharpe ~1.26. It switches between cash, leveraged tech, Treasuries, and inverse Nasdaq to pursue higher upside with disciplined risk vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.6M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $126k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical timing, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "KMLM", "SPY", "SQQQ", "TLT", "TQQQ", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 82 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 397 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 229.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 96k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 81.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 156.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -9.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.25% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 44.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 44.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.56 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
