Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switches among 3x tech/S&P, cash-like T-bills, long Treasuries, or short tech. It follows the S&P 500’s long-term trend and short-term hot/cold readings to ride strength, buy deep dips, or step aside. High risk.
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.
RSI: 0-100 short-term 'hot/cold' gauge. Uses: TQQQ(3x Nasdaq), SQQQ(3x short Nasdaq), TECL(3x Tech), UPRO/SPXL(3x S&P), TLT(long Treasuries), BIL(T-bills).<br>1) If SPY > its 200-day avg (uptrend), hold TQQQ unless heat (RSI ~80+ on TQQQ/SPXL) -> BIL.<br>2) If SPY <= 200-day: buy sharp dips (TECL if TQQQ very cold; UPRO if SPY very cold). If not, and TQQQ < 20-day avg, pick the stronger of SQQQ or TLT; otherwise use SQQQ if very cold, else TQQQ.
Daily, rules-based switches among 3x tech/S&P, cash-like T-bills, long Treasuries, or short tech. It follows the S&P 500’s long-term trend and short-term hot/cold readings to ride strength, buy deep dips, or step aside. High risk.
Out-of-sample annualized return about 58% vs SPY’s ~19%, with Calmar around 1.15. A daily, rules-based strategy that rides uptrends and buys dips with defensive hedges. Higher upside comes with larger drawdowns (≈50%) than the S&P.
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) | cash, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, technology, treasuries, trend following, us equities | 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) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 653 | 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) | 57.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 227.34% | 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) | 1.15 | 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) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.05% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
