Composer · investment strategy
by Composer Technologies · via Composer
Simple daily trend switch: if SPY is above its 200‑day average, hold 3× Nasdaq (TQQQ) for aggressive growth; otherwise sit in T‑bills (BIL). Aims to ride bull markets and avoid deep bears, but can whipsaw and is very volatile.
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 2026-10-19
: 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.
0.5% 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. : 98% · 2026-10-19 ()
100.0% 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 3 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 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.
Each day, check if the S&P 500 fund (SPY) is in an uptrend: is its price above its 200‑day average? If yes, go “risk on” and put 100% into TQQQ, a fund that tries to move about 3× the Nasdaq‑100 (heavy in Apple, Microsoft, Nvidia, etc.). If not, go “risk off” and hold BIL, a short‑term Treasury bill fund. It switches fully between the two.
Simple daily trend switch: if SPY is above its 200‑day average, hold 3× Nasdaq (TQQQ) for aggressive growth; otherwise sit in T‑bills (BIL). Aims to ride bull markets and avoid deep bears, but can whipsaw and is very volatile.
Out-of-sample annualized return 32.1% vs SPY 18.4%, achieved by a simple rule: switch to 3x Nasdaq on uptrends and stay in cash-like BIL on downtrends. High upside with disciplined risk controls; expect larger drawdowns in bear markets.
[JH] Modified / Simple MA SPY / BIL / (no UVXY)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-19 | |
| Backtest regulatory fees | $694 | 2026-10-19 | |
| Backtest slippage cost | $3,929 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, nasdaq 100, risk-on/risk-off, t-bills, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPY", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.82 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 429 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 35.49% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.79% | ||
| Return, trailing 1 day (out-of-sample) | -7.60% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 week (out-of-sample) | -11.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 18.34% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 35.46% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.61 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Maximum drawdown, backtest period (backtest) | -58.56% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.35% | ||
| Sharpe ratio, backtest period (backtest) | 0.90 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Sortino ratio, backtest period (backtest) | 1.25 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 45.71% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.27% |
| Annualized turnover, backtest period (backtest) | 5.41 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.52 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.65% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.04% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
