Composer · investment strategy
by Composer Technologies · via Composer
Buys 3× homebuilders (NAIL) only when the Nasdaq‑100’s last 10 days are about flat (≈−1% to +1%); otherwise sits in T‑bills (BIL). Daily checks; very high risk when in NAIL; sector is U.S. home construction and building products.
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 2026-07-31)
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 ()
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 3 funds in its are : NAIL
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 how much QQQ (the Nasdaq‑100 fund) changed over the last 10 trading days. If that 10‑day move is roughly flat (between about −1% and +1%), it buys NAIL, a 3× leveraged fund tied to U.S. homebuilders and building‑products stocks. Otherwise it holds BIL, a cash‑like T‑bill fund.
Buys 3× homebuilders (NAIL) only when the Nasdaq‑100’s last 10 days are about flat (≈−1% to +1%); otherwise sits in T‑bills (BIL). Daily checks; very high risk when in NAIL; sector is U.S. home construction and building products.
Out-of-sample edge: ~29.3% annualized return vs SPY ~18.9%, with Calmar ~0.76 and Sharpe ~0.83. Higher drawdowns (~38.6%) due to leverage, mitigated by a calm-market entry filter and T-bill ballast.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $264k | 2026-10-11 | |
| Backtest regulatory fees | $837 | 2026-10-11 | |
| Backtest slippage cost | $7,007 | 2026-10-11 |
| AI categories (Composer) | cash filter, leveraged etfs, market timing, risk-on/off, tactical sector timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 13 | 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", "NAIL", "QQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,801 | 2026-10-11 | |
| Out-of-sample length | 633 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2540% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 90.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -4.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 121.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 121.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.47% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 50.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 68.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
