Composer · investment strategy
by Composer Technologies · via Composer
A rules-based U.S. stock strategy that dials exposure between regular and 3× ETFs on SPY, QQQ, and DIA using multi-timeframe trend checks—aiming to press winners in uptrends and ease off when trends weaken.
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.
7 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.
1.8% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV · not identified: DIA 8%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 90% · 2026-10-11 ()
76.1% 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 ()
3 of 6 funds in its are : SPXL, TQQQ, UDOW
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 tracks three big U.S. stock indexes: S&P 500 (SPY), Nasdaq-100 (QQQ), and Dow 30 (DIA). For each, it checks if recent prices sit above longer-term averages across 4 time spans. Each “yes” uses the 3× fund (SPXL/TQQQ/UDOW); each “no” uses the normal ETF. That sleeve ends up at 1×, 1.5×, 2×, 2.5×, or 3×. Money is split evenly across the three indexes. Leverage magnifies gains/losses and resets daily.
A rules-based U.S. stock strategy that dials exposure between regular and 3× ETFs on SPY, QQQ, and DIA using multi-timeframe trend checks—aiming to press winners in uptrends and ease off when trends weaken.
Out-of-sample Total Market Trend posts ~43.3% annualized return vs SPY ~22.1%, Calmar ~1.15, Sharpe ~1.15. It sharply scales 1–3x on SPY/QQQ/DIA when trends confirm, aiming for stronger upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $811k | 2026-10-11 | |
| Backtest regulatory fees | $98 | 2026-10-11 | |
| Backtest slippage cost | $685 | 2026-10-11 |
| AI categories (Composer) | dow 30, leveraged etfs, multi-timeframe moving averages, nasdaq-100, s&p 500, tactical allocation, trend following, u.s. equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 82 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "QQQ", "SPXL", "SPY", "TQQQ", "UDOW" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.96 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 856 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8011% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 240.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.70% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.55% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.39% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.63% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
