Composer · investment strategy
by Composer Technologies · via Composer
A US stock trend strategy split across S&P 500, Nasdaq‑100, Dow 30, and small‑caps. For each, it shifts between regular ETFs and their 3× versions based on short-, medium-, and long‑term trend checks, aiming to boost gains in uptrends while dialing back in chop.
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.
8 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.
2.5% of weight in (IVV: 3.0%)
7 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 ()
67.1% 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 ()
4 of 8 funds in its are : SPXL, TQQQ, UDOW, URTY
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 splits money across four big US stock indexes: S&P 500 (SPY), Nasdaq‑100 (QQQ), Dow 30 (DIA), and small‑caps (IWM). In each sleeve, 3 equal parts check if a short‑term average price is above a longer one (≈1wk>1mo; 1mo>3mo; 3mo>6mo). If up, it uses the 3x version (SPXL/TQQQ/UDOW/URTY: aims for ~3× the index’s daily move). If not, it holds the regular 1× ETF. It stays invested and adjusts when signals flip or weights drift ~10%.
A US stock trend strategy split across S&P 500, Nasdaq‑100, Dow 30, and small‑caps. For each, it shifts between regular ETFs and their 3× versions based on short-, medium-, and long‑term trend checks, aiming to boost gains in uptrends while dialing back in chop.
Tap four-way momentum across SPY/QQQ/DIA/IWM with up to 3x leverage in uptrends. Out-of-sample return ~33.5% vs SPY ~21.7%; diversified exposure offers higher upside, but with larger drawdowns and volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $353k | 2026-10-11 | |
| Backtest regulatory fees | $99 | 2026-10-11 | |
| Backtest slippage cost | $666 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, multi-timeframe momentum, tactical allocation, trend-following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 84 | 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) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "IWM", "QQQ", "SPXL", "SPY", "TQQQ", "UDOW", "URTY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 849 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3430% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.50% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 164.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.33% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.39 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 3.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.42% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
