Composer · investment strategy
by Composer Technologies · via Composer
Daily, a 15% sleeve shifts among cash-like T‑bills (BIL), 3x long or short NASDAQ‑100 (TQQQ/SQQQ), or long Treasuries (EDV), using very short‑term “heat” scores to tilt risk on/off and avoid overheated markets.
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 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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 8 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 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.
Each day a 15% sleeve moves using a short-term “heat” score (RSI 0–100: high=recent strong gains, low=weak). It first checks bonds vs cash (IEF vs BIL). If bonds look stronger and the S&P 500 is too hot (>75), it parks in BIL; otherwise it buys TQQQ (3x long NASDAQ‑100). If bonds don’t look stronger, it compares safer credit (SPIB) to high‑vol stocks (SPHB): if safer wins, it still buys TQQQ; if not, it picks SQQQ (3x short NASDAQ‑100) or EDV (long Treasuries), whichever is hotter.
Daily, a 15% sleeve shifts among cash-like T‑bills (BIL), 3x long or short NASDAQ‑100 (TQQQ/SQQQ), or long Treasuries (EDV), using very short‑term “heat” scores to tilt risk on/off and avoid overheated markets.
Out-of-sample edge: a 15% daily sleeve in levered NASDAQ-100 targets ~45% annualized return vs ~19% for the S&P 500, with Calmar ~0.87. Expect higher drawdowns (~52%), but bigger upside and active risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $770.7M | 2026-10-11 | |
| Backtest regulatory fees | $1.4M | 2026-10-11 | |
| Backtest slippage cost | $13.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum, nasdaq-100 focus, risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 19 | 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", "EDV", "IEF", "SPHB", "SPIB", "SPY", "SQQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,870 | 2026-10-11 | |
| Out-of-sample length | 409 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 108.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7707k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.23% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -7.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.54% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 147.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 147.09% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.61% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.98% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
