Composer · investment strategy
by Composer Technologies · via Composer
Times the market with a QQQ heat score: move to T‑Bills when overheated, use 3× QQQ when washed out, otherwise hold an equal‑weight basket of quality U.S. blue chips chosen by long‑term trend. Rebalanced daily.
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.
11 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%)
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% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 55 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 Leveraged ETFs 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 watches a 10‑day “heat score” (RSI, 0–100) on QQQ (a big Nasdaq index fund). If QQQ is very hot (>79), it parks in BIL (short‑term T‑Bills). If very cold (<30), it buys TQQQ (a 3× version of QQQ). Otherwise, it equally holds 10 large U.S. companies from a preset list, picked by a long‑term trend (~200‑week). Rebalances daily.
Times the market with a QQQ heat score: move to T‑Bills when overheated, use 3× QQQ when washed out, otherwise hold an equal‑weight basket of quality U.S. blue chips chosen by long‑term trend. Rebalanced daily.
Out-of-sample, this strategy blends risk-aware timing with mega-cap exposure: 24.39% annualized return vs SPY's 26.76%, but with beta ~0.67 and Calmar ~2.04, offering strong risk-adjusted growth and diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $227k | 2026-10-19 | |
| Backtest regulatory fees | $370 | 2026-10-19 | |
| Backtest slippage cost | $2,536 | 2026-10-19 |
| AI categories (Composer) | cash/t-bills, leveraged etf overlay, nasdaq-driven, rsi signal, tactical timing, us mega-cap stocks | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 67 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BAC", "BIL", "BMY", "BRK/B", "COST", "CRM", "CSCO", "CVX", "DUK", "GE", "GILD", "GOOGL", "HON", "INTC", "JNJ", "JPM", "KO", "LLY", "LMT", "MA", "MCD", "MDT", "META", "MMM", "MRK", "MSFT", "NEE", "NFLX", "NKE", "NVDA", "NVO", "ORCL", "PEP", "PFE", "PG", "QQQ", "RTX", "SBUX", "SO", "T", "TGT", "TQQQ", "TXN", "UNH", "V", "VZ", "WMT", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,625 | 2026-10-19 | |
| Out-of-sample length | 366 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 34.93% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2169% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.70% | ||
| Return, trailing 1 day (out-of-sample) | -0.24% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.96% | ||
| Return, trailing 1 week (out-of-sample) | 6.58% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 43.83% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 33.31% | ||
| Return, trailing 2 weeks (out-of-sample) | 9.24% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 18.67% | ||
| SPY annualized return over the backtest window (backtest) | 15.15% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.29 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.04 | ||
| Maximum drawdown, backtest period (backtest) | -27.12% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.97% | ||
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 2.24 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.09 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 27.83% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.06% |
| Annualized turnover, backtest period (backtest) | 17.00 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.59 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.97% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.01% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
