Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based swing among leveraged tech/S&P ETFs, cash-like T‑Bills, inverse Nasdaq, or Treasuries. It rides uptrends with TQQQ, steps aside when overheated, and in downtrends buys deep dips or rotates to SQQQ/TLT. High risk due to 3x ETFs.
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 ()
5 of 8 funds in its are : SPXL, SQQQ, TECL, TQQQ, UPRO
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.
Daily check.<br>1) Trend test: If SPY (S&P 500 ETF) is above its 200‑day average, hold TQQQ (3x Nasdaq‑100) unless a short‑term “heat gauge” (RSI: 0–100) says TQQQ or SPXL (3x S&P 500) is too hot (>~80); then park in BIL (T‑Bills).<br>2) If SPY is below the 200‑day: buy deep dips with TECL or UPRO when RSI is very cold (<~30). Otherwise, if TQQQ is weak, pick the stronger of SQQQ (‑3x Nasdaq) or TLT (long Treasuries). If not, switch between SQQQ and TQQQ by RSI.
A daily, rules-based swing among leveraged tech/S&P ETFs, cash-like T‑Bills, inverse Nasdaq, or Treasuries. It rides uptrends with TQQQ, steps aside when overheated, and in downtrends buys deep dips or rotates to SQQQ/TLT. High risk due to 3x ETFs.
Out-of-sample edge: ~51% annualized return vs ~17% SPY, Calmar ~1.02, with regime hedges. Higher upside from leveraged tech with disciplined risk mgmt; bigger swings, but a competitive risk-adjusted profile vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3B | 2026-10-11 | |
| Backtest regulatory fees | $775k | 2026-10-11 | |
| Backtest slippage cost | $7.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, market timing, momentum, risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 563 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 103.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13292k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 153.12% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.19% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
