Composer · investment strategy
by Composer Technologies · via Composer
Daily switch between TQQQ (3x Nasdaq‑100) and AFRM using AFRM’s 3‑day move: strong AFRM rally -> TQQQ; sharp AFRM drop -> AFRM; otherwise TQQQ. Always fully invested; very high volatility and tech/growth concentration.
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.
0.5% 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% · 2026-10-11 ()
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% · 2026-10-11 ()
1 of 2 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 it checks Affirm (AFRM), a volatile “buy now, pay later” stock. It looks at AFRM’s total change over the last 3 trading days. If AFRM rose more than about +3% (e.g., $100 to $103+), it buys TQQQ, a fund targeting 3x the Nasdaq‑100’s daily move (big tech). If AFRM fell more than about −1%, it buys AFRM. Otherwise it buys TQQQ. It rechecks and can switch daily.
Daily switch between TQQQ (3x Nasdaq‑100) and AFRM using AFRM’s 3‑day move: strong AFRM rally -> TQQQ; sharp AFRM drop -> AFRM; otherwise TQQQ. Always fully invested; very high volatility and tech/growth concentration.
Out-of-sample edge: Sharpe 1.50 vs 1.10 for SPY; ~110% annualized return vs ~18%; Calmar ~2.25. A rules-based, tech-heavy rotation with outsized upside. Note: higher drawdowns than SPY are the trade-off for growth.
In works
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $206k | 2026-10-11 | |
| Backtest regulatory fees | $420 | 2026-10-11 | |
| Backtest slippage cost | $3,331 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etf, momentum/mean-reversion hybrid, single-stock risk, tactical rotation, tech/growth concentration | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 9 | 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[ "AFRM", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,439 | 2026-10-11 | |
| Out-of-sample length | 580 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 69.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1960% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 110.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 454.57% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 18.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 182.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 182.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.13% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -91.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.97% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 79.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 67.25 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.31% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
