Composer · investment strategy
by Composer Technologies · via Composer
Daily tech‑heavy, risk‑on/risk‑off model: if semiconductors’ momentum beats defensive funds, buy 3x tech ETFs (TQQQ/TECL). If not, park in T‑bills (BIL). Uses fast (10‑day) and slower (20‑day) checks.
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%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 : 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 Capital preservation 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, it scores recent price strength (RSI) for: SMH = semiconductor stocks; WTMF = managed‑futures (defensive). If SMH’s 10‑day score > WTMF’s, buy 50/50 TQQQ & TECL (both 3x tech). Else compare SMH vs FTLS (long/short stocks) over 20 days; if higher, still buy TQQQ/TECL; otherwise hold BIL (T‑bills).
Daily tech‑heavy, risk‑on/risk‑off model: if semiconductors’ momentum beats defensive funds, buy 3x tech ETFs (TQQQ/TECL). If not, park in T‑bills (BIL). Uses fast (10‑day) and slower (20‑day) checks.
Out-of-sample, this strategy captures tech/semiconductor momentum with 3x leverage, posting ~62% annualized return, Calmar 1.34 and Sharpe 1.08—strong upside vs the S&P, but with higher drawdowns in volatile markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.9M | 2026-10-11 | |
| Backtest regulatory fees | $7,386 | 2026-10-11 | |
| Backtest slippage cost | $61k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, semiconductors, tactical allocation, technology, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 13 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.65 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "FTLS", "SMH", "TECL", "TQQQ", "WTMF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,019 | 2026-10-11 | |
| Out-of-sample length | 423 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 67.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 49k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 125.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.00% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.55% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -68.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.52% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
