Composer · investment strategy
by Composer Technologies · via Composer
All‑or‑nothing switch: buy TECL (a fund targeting 3x the daily move of big U.S. tech) when its 21‑day strength score is weaker than bonds (AGG); otherwise sit in BIL (cash‑like T‑bills).
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 ()
1 of 3 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.
It checks a 21‑day “strength” score (RSI: 0–100; low=weaker, high=stronger) for two funds: TECL (aims to triple the daily move of big U.S. tech stocks) and AGG (a broad U.S. bond fund).<br>If TECL’s score is lower than AGG’s, it buys TECL; otherwise it holds BIL (a cash‑like T‑bill fund).
All‑or‑nothing switch: buy TECL (a fund targeting 3x the daily move of big U.S. tech) when its 21‑day strength score is weaker than bonds (AGG); otherwise sit in BIL (cash‑like T‑bills).
Contrarian tech-alpha: ~62% annualized out-of-sample return vs S&P's ~24.7%, achieved by switching to 3x TECL on weakness and cash otherwise. Compelling upside with a reasonable risk-adjusted profile (Calmar ~1.07), accepting higher drawdowns for bigger gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.1M | 2026-10-11 | |
| Backtest regulatory fees | $20k | 2026-10-11 | |
| Backtest slippage cost | $173k | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, leveraged tech, mean reversion, rsi signal, rules-based, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "AGG", "BIL", "TECL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.74 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,458 | 2026-10-11 | |
| Out-of-sample length | 743 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 151k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 62.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 316.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 88.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 88.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.74% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -80.83% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.92% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.51% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 70.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
