Composer · investment strategy
by Composer Technologies · via Composer
Mostly holds Apple when the broad market (SPY) trends up. In weak markets it tactically flips into 3x QQQ long, 3x QQQ short, or short‑term bonds using short‑term signals (RSI and 20‑day trend). Daily rebalanced; leveraged ETFs add high risk.
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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
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 6 funds in its are : SQQQ, 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.
1) Trend check: If SPY’s 21‑day average price is above its 210‑day average, hold Apple (AAPL). (“Average” = average of the last X days.)<br>2) Otherwise: If QQQ’s 10‑day RSI < 30, buy TQQQ (3x long QQQ). (RSI: 0–100 heat gauge; <30 = oversold.)<br>3) Otherwise: If QQQ is below its 20‑day average, pick the higher‑RSI of SQQQ (3x inverse QQQ) or BSV (short‑term bonds).<br>4) Otherwise hold AAPL. Rebalances daily; leveraged ETFs are very volatile.
Mostly holds Apple when the broad market (SPY) trends up. In weak markets it tactically flips into 3x QQQ long, 3x QQQ short, or short‑term bonds using short‑term signals (RSI and 20‑day trend). Daily rebalanced; leveraged ETFs add high risk.
Out-of-sample: 23.54% vs 21.46% annualized, with Calmar ~0.56—strong risk-adjusted upside. Drawdowns can be large (~42%). Apple-led core plus tactical QQQ/bond hedges aim for bigger rallies while managing risk.
Leveraged Apple Long Term Investment using AAPU - edited to use AAPL instead of AAPU to back to 2010-3-10
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3M | 2026-10-11 | |
| Backtest regulatory fees | $950 | 2026-10-11 | |
| Backtest slippage cost | $7,382 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, market regime filter, moving averages, rsi, tactical allocation, tech-heavy, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 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[ "AAPL", "BSV", "QQQ", "SPY", "SQQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 1,006 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 23k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.54% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 132.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.47% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
