Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, trend‑driven portfolio that rides 3x Nasdaq when markets are healthy, rotates into sectors or 3x Treasuries when their trends are strong, and uses T‑Bills/staples/gold for defense when conditions weaken.
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.
4 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.
10.7% of weight in (IVV: 3.0%)
3 funds (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. : 98% · 2026-10-11 ()
79.7% 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 ()
3 of 13 funds in its are : TECL, TMF, 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.
Core: chase strength with leverage, step aside when weak. It mostly holds TQQQ (3x Nasdaq‑100). If the S&P 500 is below its 200‑day average, it either parks in BIL (T‑Bills) plus XLP (consumer‑staples) and GLD (gold), or buys TECL (3x tech) on short‑term oversold dips. Four 15% sleeves own XLF, XLK, XLE, XLU only when their short trend beats the medium‑term; else they revert to the core. A 40% sleeve flips between TMF (3x Treasuries) and the core using bond trend/heat.
Aggressive, trend‑driven portfolio that rides 3x Nasdaq when markets are healthy, rotates into sectors or 3x Treasuries when their trends are strong, and uses T‑Bills/staples/gold for defense when conditions weaken.
Out-of-sample edge: ~48% annualized return vs SPY ~18.7%; Calmar ~1.27 signals strong risk-adjusted upside. Trend-following with sector/bond rotations captures tech rallies and defends in downturns. Note higher drawdowns (~38%) in crashes.
2/12/2010
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.1M | 2026-10-11 | |
| Backtest regulatory fees | $7,973 | 2026-10-11 | |
| Backtest slippage cost | $60k | 2026-10-11 |
| AI categories (Composer) | bonds, cash/t-bills, gold, leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 155 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "QQQ", "SPY", "TECL", "TLT", "TMF", "TQQQ", "XLE", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 539 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 121k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 131.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.07% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.34% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
