Composer · investment strategy
by Composer Technologies · via Composer
Daily switch: if internet/tech (FDN) shows stronger 1‑month momentum than utilities (XLU), buy 3× Nasdaq‑100 (TQQQ); otherwise hold T‑Bills (BIL). Seeks big upside in tech uptrends, safety in risk‑off periods.
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.
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 ()
1 of 4 funds in its are : 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 Capital preservation 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 compares a 21‑day “strength” score (RSI = recent up vs down days) for FDN (internet/tech growth) vs XLU (defensive utilities). If FDN’s score is higher, it goes 100% into TQQQ (a 3× daily version of the Nasdaq‑100). Otherwise it parks 100% in BIL (T‑Bills). All‑in/all‑out; checked daily.
Daily switch: if internet/tech (FDN) shows stronger 1‑month momentum than utilities (XLU), buy 3× Nasdaq‑100 (TQQQ); otherwise hold T‑Bills (BIL). Seeks big upside in tech uptrends, safety in risk‑off periods.
Out-of-sample, this strategy posted ~51% annualized return, Sharpe ~1.28, Calmar ~1.59 vs SPY’s ~18.6% return and ~1.13 Sharpe. It offers superior risk-adjusted upside from tech leadership, plus a risk-off switch to curb losses.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.0M | 2026-10-11 | |
| Backtest regulatory fees | $3,055 | 2026-10-11 | |
| Backtest slippage cost | $20k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, etf rotation, leveraged, momentum, risk-on/risk-off, tactical asset allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 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", "FDN", "TQQQ", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.10 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 519 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 20k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 135.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 29.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 62.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
