Composer · investment strategy
by Composer Technologies · via Composer
Daily, three-sleeve, tech-tilted timing strategy that flips between QQQ/TQQQ/SOXL and a defensive stock basket using very short-term trend checks and a 0–100 strength gauge; mega-caps are held only when their near-term trend is improving.
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.
10 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%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
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 ()
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 ()
2 of 16 funds in its are : SOXL, 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.
It splits your money into 3 parts and rebalances daily. 1) QQQ vs SOXL: hold QQQ if very recent returns look firm; else use a high-octane chip fund (SOXL), unless a medium-term check flags—then add a defensive basket (AJG, JNJ, JPM, SO, WMT, VZ). 2) Big 7 (AAPL, MSFT, GOOGL, AMZN, NVDA, META, TSLA): hold each only if a very short-term price average is improving; else use AJG. 3) Timing: if a 0–100 strength gauge on TQQQ is hot or washed-out, use TQQQ; else QQQ, adding the defensive basket if that same check flags.
Daily, three-sleeve, tech-tilted timing strategy that flips between QQQ/TQQQ/SOXL and a defensive stock basket using very short-term trend checks and a 0–100 strength gauge; mega-caps are held only when their near-term trend is improving.
Out-of-sample edge: Sharpe 1.74 vs SPY 1.45; Calmar 3.80; annualized return ~80% vs ~19%. Tactical tech tilt with risk-on/risk-off overlays and a defensive sleeve. Note higher drawdown (~21% vs ~9%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $5,636 | 2026-10-11 | |
| Backtest slippage cost | $43k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, risk-on/risk-off, tactical momentum, tech-heavy | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 64 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AJG", "AMZN", "GOOGL", "JNJ", "JPM", "META", "MSFT", "NVDA", "QQQ", "SO", "SOXL", "TQQQ", "TSLA", "VZ", "WMT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,616 | 2026-10-11 | |
| Out-of-sample length | 226 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 80.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 70.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.41% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.19% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.28% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 74.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.42% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
