Composer · investment strategy
by Composer Technologies · via Composer
A daily, single‑position market‑timer. It parks in T‑Bills when the S&P 500 trends up. When the market weakens, it flips between leveraged long/short tech (TQQQ/TECL/SQQQ) or rotates into defensive ETFs (SPHD/XLP) using oversold and short‑term trend signals.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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 8 funds in its are : SQQQ, TECL, 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:<br>1) If SPY (S&P 500 ETF) is above its 200‑day average (long‑term uptrend), hold BIL (T‑Bills).<br>Else (market weak):<br>2) If TQQQ’s 10‑day RSI < 31 (very oversold), buy TECL (3× tech).<br>3) Else if QQQ 70‑day return < −15.5%, buy TQQQ (3× Nasdaq‑100).<br>4) Else if QQQ > 20‑day avg, buy the more oversold of SPHD (dividends) or XLP (consumer staples).<br>5) Else buy SQQQ (3× inverse QQQ).
A daily, single‑position market‑timer. It parks in T‑Bills when the S&P 500 trends up. When the market weakens, it flips between leveraged long/short tech (TQQQ/TECL/SQQQ) or rotates into defensive ETFs (SPHD/XLP) using oversold and short‑term trend signals.
Out-of-sample annual return ~21.5% with beta ~0.39 vs SPY, plus a Calmar ~0.91. A rules-based, tech-lean strategy that diversifies risk, targets rebounds on drawdowns, and offers potential upside while reducing market exposure vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.7M | 2026-10-11 | |
| Backtest regulatory fees | $2,122 | 2026-10-11 | |
| Backtest slippage cost | $18k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, defensive rotation, leveraged etfs, market timing, nasdaq-100, tactical allocation, trend/mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 22 | 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", "QQQ", "SPHD", "SPY", "SQQQ", "TECL", "TQQQ", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,492 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 27k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 79.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
