Composer · investment strategy
by Composer Technologies · via Composer
A daily, tech‑heavy, risk‑on/risk‑off mix: it shifts between TQQQ (triple‑Nasdaq) and BIL (T‑bills) using a “hot/cold” score of QQQ and market checks. Extreme cold = go big on TQQQ; extreme heat = sit in T‑bills; in between = scale the mix.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
3 of 13 funds in its are : FAS, TECL, TQQQ
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.
Every day it reads a 0–100 “heat gauge” of recent price moves (RSI) on the NASDAQ‑100 (QQQ) over 4 timeframes: 10, 21, 130, 252 days. If markets look washed out, it goes 100% TQQQ (triple‑Nasdaq). If they look too hot, it parks in BIL (T‑bills). Otherwise it blends TQQQ 25–75% and the rest in BIL, averaging across the 4 timeframes.
A daily, tech‑heavy, risk‑on/risk‑off mix: it shifts between TQQQ (triple‑Nasdaq) and BIL (T‑bills) using a “hot/cold” score of QQQ and market checks. Extreme cold = go big on TQQQ; extreme heat = sit in T‑bills; in between = scale the mix.
Out-of-sample edge: ~53% annualized return vs ~19% for the S&P; Sharpe ~1.63 vs ~1.43; Calmar ~3.59. Note higher max drawdown (~14.7% vs ~8.9%) but far greater upside when tech leads.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-19 | |
| Backtest regulatory fees | $1,607 | 2026-10-19 | |
| Backtest slippage cost | $11k | 2026-10-19 |
| AI categories (Composer) | leveraged etf, market timing, risk-on/risk-off, rsi-based, tactical allocation, tech-focused | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 353 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.60 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "FAS", "QQQ", "QQQE", "SMH", "SPY", "TECL", "TQQQ", "VOOG", "VOOV", "VTV", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.83 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,655 | 2026-10-19 | |
| Out-of-sample length | 255 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 39.75% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.40% | ||
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.22% | ||
| Return, trailing 1 week (out-of-sample) | -0.06% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 47.76% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 52.40% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.72% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.78% | ||
| SPY annualized return over the backtest window (backtest) | 14.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.09 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.59 | ||
| Maximum drawdown, backtest period (backtest) | -36.46% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.73% | ||
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.63 | ||
| Sortino ratio, backtest period (backtest) | 1.76 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.67 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 34.92% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.62% |
| Annualized turnover, backtest period (backtest) | 16.35 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.66 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.42% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
