Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑tilted, daily system that rides uptrends with 3× Nasdaq (TQQQ), flips to Treasuries when overheated, and defends in downtrends with staples/bonds or short Nasdaq (QID). A meta‑filter leans into the best‑recent sub‑strategy.
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.
4 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.
0.3% of weight in (IVV: 3.0%)
4 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 ()
77.4% 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 ()
7 of 22 funds in its are : PSQ, QID, ROM, SH, TMF, 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 it checks trend (is SPY above its 200‑day average?) and short‑term “heat” via RSI, a 0–100 gauge: >80 = overheated, <30 = washed‑out.<br>In uptrends it rides big tech with TQQQ (3× Nasdaq) and buys dips; if tech is too hot it jumps to TMF (3× long Treasuries). In downtrends it shifts to staples/bonds or shorts Nasdaq with QID. A switchboard favors the sub‑rules with the best recent risk/return.
Aggressive, tech‑tilted, daily system that rides uptrends with 3× Nasdaq (TQQQ), flips to Treasuries when overheated, and defends in downtrends with staples/bonds or short Nasdaq (QID). A meta‑filter leans into the best‑recent sub‑strategy.
Tech-heavy, regime-switching strategy aims for about 42% annualized return out-of-sample vs SPY’s ~21%, with strong risk-adjusted metrics (Calmar ~1.15, Sharpe ~1.10). It rides uptrends and hedges downturns, accepting larger drawdowns.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19.2M | 2026-10-11 | |
| Backtest regulatory fees | $25k | 2026-10-11 | |
| Backtest slippage cost | $210k | 2026-10-11 |
| AI categories (Composer) | bonds rotation, leveraged etfs, regime switching, shorting, tactical, tech-heavy, trend + rsi | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 524 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "DBO", "IEF", "IEI", "PSQ", "QID", "QQQ", "ROM", "SH", "SHV", "SHY", "SPY", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,072 | 2026-10-11 | |
| Out-of-sample length | 704 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 59.64% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 192k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 166.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.32% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.71% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.79 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.28 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
