Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑led trend follower. Loads into TQQQ/other 3x bulls when the long‑term trend is up, and quickly flips to cash, gold, dollar, Treasuries, or short QQQ when trends break or volatility spikes.
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.
18 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.
1.2% of weight in (IVV: 3.0%)
15 funds (SEC N-PORT, as of 2026-05-31)
: 0.3% (DBC 1% × 0.37), shown separately from fossil-fuel companies.
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 ()
94.0% 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 ()
25 of 96 funds in its are : FAS, FAZ, PSQ, QID, QLD, SDS, SH, SJB, SOXL, SOXS, SPXL, SQQQ, SSO, TBT, TECL, TMF, TMV, TQQQ, TTT, TYD, TYO, UBT, UPRO, UTSL, UVXY
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.
1) Check the big trend: above the 200‑day average = risk on; below = risk off. A moving average is just the average price over X days.<br>2) In risk on, ride winners (mainly TQQQ and other 3x bulls) if short‑term trend (8 vs 13‑day) is up and not “too hot.”<br>3) “Too hot/too cold” is measured with RSI, a 0–100 heat meter of recent gains. >80 = overheated (hedge or take cover), <30 = washed out (buy the dip).<br>4) If the Nasdaq weakens badly or goes sideways, de‑leverage, rotate to cash, gold, the U.S. dollar, defensive sectors, or short QQQ.<br>5) A bond sleeve flips between long Treasuries (when yields fall) and short Treasuries or long USD (when yields rise).
Aggressive, tech‑led trend follower. Loads into TQQQ/other 3x bulls when the long‑term trend is up, and quickly flips to cash, gold, dollar, Treasuries, or short QQQ when trends break or volatility spikes.
Out-of-sample: ~44.8% annualized return vs ~19.6% for S&P, offering big upside in bull markets. Higher risk: max drawdown ~45% and beta ~2.32. Calmar ~1 signals solid risk-adjusted upside given the volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $66.4M | 2026-10-11 | |
| Backtest regulatory fees | $58k | 2026-10-11 | |
| Backtest slippage cost | $546k | 2026-10-11 |
| AI categories (Composer) | defensive overlays, interest-rate timing, leveraged etfs, risk on/off, tactical rotation, tech-focused, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,661 | 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) | 0.63 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ANGL", "BIL", "BKLN", "BND", "BSV", "BTAL", "DBC", "DBMF", "DIA", "FAS", "FAZ", "FLOT", "FLRN", "FLTR", "FTSL", "FTSM", "GLD", "GNMA", "GOVI", "HYD", "HYLS", "ICSH", "IEI", "IGIB", "ILTB", "LQD", "MBB", "MINT", "MUB", "NEAR", "PGHY", "PSQ", "QID", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SCHD", "SCHO", "SDS", "SH", "SHM", "SHV", "SHY", "SHYG", "SJB", "SJNK", "SMB", "SMH", "SOXL", "SOXS", "SPAB", "SPHY", "SPIB", "SPSB", "SPTS", "SPXL", "SPY", "SQQQ", "SSO", "STIP", "TBT", "TECL", "TFLO", "TIP", "TIPX", "TLT", "TMF", "TMV", "TQQQ", "TTT", "TYD", "TYO", "UBT", "ULST", "UPRO", "USDU", "USFR", "USIG", "UTSL", "UUP", "UVXY", "VCIT", "VCSH", "VGIT", "VGLT", "VIXY", "VTI", "XLE", "XLF", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,832 | 2026-10-11 | |
| Out-of-sample length | 540 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 235.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 664k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 121.23% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.16 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.46% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.10 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
