Composer · investment strategy
by Composer Technologies · via Composer
A daily trend strategy that scales into 3× Nasdaq‑100 (TQQQ) in 25% steps as more trend rules turn bullish, and parks the rest in T‑Bills (BIL) when trends weaken—seeking upside in tech-led rallies while cutting risk in downturns.
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 2026-10-11
: 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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
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 ()
100.0% 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 2 funds in its are : 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.
Your money is split into four equal slices.<br>Each slice checks a simple trend rule on TQQQ (a 3× daily version of the Nasdaq‑100—big U.S. tech).<br>If the rule says “uptrend,” that slice buys TQQQ; otherwise it sits in BIL (T‑Bills).<br>Rules use moving‑average comparisons (20, 50, 200 days).<br>More rules true = more TQQQ. Rebalanced daily. High risk due to 3× leverage.
A daily trend strategy that scales into 3× Nasdaq‑100 (TQQQ) in 25% steps as more trend rules turn bullish, and parks the rest in T‑Bills (BIL) when trends weaken—seeking upside in tech-led rallies while cutting risk in downturns.
Out-of-sample, this rule-based strategy aims for higher upside (25.5% vs 21.3% in the S&P) with staged leverage and cash when trends fade, offering superior long-run growth with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $376k | 2026-10-11 | |
| Backtest regulatory fees | $614 | 2026-10-11 | |
| Backtest slippage cost | $3,394 | 2026-10-11 |
| AI categories (Composer) | leveraged etf, momentum, nasdaq-100, risk-on/risk-off, rule-based, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "TQQQ" ] | 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) | 1.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,991 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3659% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.45% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 4.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 4.74% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.76% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.53% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.23% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
