Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical strategy focused on the Nasdaq‑100/tech using leveraged ETFs. It uses inflation expectations, trend, and overbought/oversold signals to switch among 2–3× long, inverse shorts, or cash‑like T‑bills/short bonds.
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 2026-10-19
: 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 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
8 of 18 funds in its are : PSQ, QID, QLD, SH, SOXL, 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 Macro signals 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.
Daily checks: 1) If QQQ (Nasdaq‑100) or SPY (S&P 500) look overheated, park in BIL (T‑bills). 2) If QQQ looks washed‑out, buy TECL (3× tech). 3) Pick a playbook by RINF (inflation expectations) trend. If rising, compare bond strength vs bear ETFs to go long TQQQ/QLD (2–3× QQQ) or short PSQ/QID. If not, use a “Holy Grail” trend rule: in uptrends hold QLD unless overheated; in downtrends rotate among SOXX/SQQQ/BSV by short‑term strength.
A daily, tactical strategy focused on the Nasdaq‑100/tech using leveraged ETFs. It uses inflation expectations, trend, and overbought/oversold signals to switch among 2–3× long, inverse shorts, or cash‑like T‑bills/short bonds.
Out-of-sample, this strategy targets ~21% annualized returns vs SPY’s ~17.5%, using Nasdaq leverage with inflation-regime filters and BIL for safety. Expect higher drawdowns in stress; suited for risk-tolerant investors seeking upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $207.2M | 2026-10-19 | |
| Backtest regulatory fees | $477k | 2026-10-19 | |
| Backtest slippage cost | $4.5M | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, inflation regime filter, leveraged nasdaq/tech, long/short, tactical momentum, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 89 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.83 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "IEF", "PSQ", "QID", "QLD", "QQQ", "RINF", "SH", "SOXL", "SOXX", "SPY", "SQQQ", "TECL", "TLT", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.24 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,513 | 2026-10-19 | |
| Out-of-sample length | 570 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 103.96% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2072k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 53.25% | ||
| Return, trailing 1 day (out-of-sample) | -2.53% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.42% | ||
| Return, trailing 1 week (out-of-sample) | 3.64% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 21.60% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.42% | ||
| Return, trailing 2 weeks (out-of-sample) | 5.18% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.07% | ||
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.33 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.47 | ||
| Maximum drawdown, backtest period (backtest) | -44.65% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.66% | ||
| Sharpe ratio, backtest period (backtest) | 1.78 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Sortino ratio, backtest period (backtest) | 3.05 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 45.67% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.61% |
| Annualized turnover, backtest period (backtest) | 40.83 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.95 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.59% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.51% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
