Composer · investment strategy
by Composer Technologies · via Composer
Buys a 3× tech fund (TECL) after sharp short‑term dips in the Nasdaq (QQQ). If markets are hot, shifts to long Treasuries (TLT); otherwise parks in T‑bills (SHV). A 200‑day SPY filter sets looser/tighter dip thresholds. Rebalanced daily.
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 ()
1 of 5 funds in its are : TECL
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.
Daily: 1) Check if SPY (S&P 500 fund) is above its 200‑day avg → uptrend.<br>2) Read QQQ (Nasdaq‑100) 10‑day RSI, a 0–100 “heat gauge” (low=selloff, high=stretched).<br>- Uptrend: RSI<42 → buy TECL (3× tech). RSI>80 → hold TLT (20+yr Treasuries). Else SHV (T‑bills).<br>- Not uptrend: need RSI<31 to buy TECL; else SHV. Uses QQQ to gauge tech, TECL to ride rebounds.
Buys a 3× tech fund (TECL) after sharp short‑term dips in the Nasdaq (QQQ). If markets are hot, shifts to long Treasuries (TLT); otherwise parks in T‑bills (SHV). A 200‑day SPY filter sets looser/tighter dip thresholds. Rebalanced daily.
Out-of-sample: ~27% annualized return vs ~19% for the S&P, driven by disciplined tech dip-buys and bond hedges with regime filters. Higher upside, but expect larger drawdowns (~41%). Strong long-run growth if tech rebounds.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.8M | 2026-10-11 | |
| Backtest regulatory fees | $6,026 | 2026-10-11 | |
| Backtest slippage cost | $49k | 2026-10-11 |
| AI categories (Composer) | cash, daily rebalance, leveraged etf, mean reversion, tactical allocation, tech focus, treasuries, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 23 | 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[ "QQQ", "SHV", "SPY", "TECL", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,479 | 2026-10-11 | |
| Out-of-sample length | 628 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 28k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.11% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.99% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 78.35% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 78.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 79.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
