Composer · investment strategy
by Composer Technologies · via Composer
Rules‑based, daily switch among TQQQ (3x Nasdaq‑100), BIL (cash‑like), UPRO (3x S&P 500), SQQQ (3x short Nasdaq‑100), and TLT (long Treasuries) using a long‑term trend filter plus short‑term “hot/cold” readings to ride tech‑led uptrends and defend 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 ()
3 of 6 funds in its are : SQQQ, 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.
First check if the S&P 500 is in a long‑term uptrend (price > 200‑day average). If yes, hold TQQQ (3x Nasdaq‑100) unless short‑term is very “hot” (RSI, a 0‑100 heat score) — then park in BIL (T‑bills). If no, buy oversold dips in TQQQ/UPRO (3x S&P 500); otherwise switch to SQQQ (3x short Nasdaq‑100) or TLT (long US Treasuries). Rebalanced daily.
Rules‑based, daily switch among TQQQ (3x Nasdaq‑100), BIL (cash‑like), UPRO (3x S&P 500), SQQQ (3x short Nasdaq‑100), and TLT (long Treasuries) using a long‑term trend filter plus short‑term “hot/cold” readings to ride tech‑led uptrends and defend in downturns.
Out-of-sample edge: ~74.5% annualized return vs ~19.3% for SPY, Sharpe ~1.21, Calmar ~1.47. Regime-switching rides tech rallies and hedges downturns; drawdowns can reach ~51%, suitable for risk-tolerant investors seeking outsized upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2B | 2026-10-11 | |
| Backtest regulatory fees | $707k | 2026-10-11 | |
| Backtest slippage cost | $6.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime switching, 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", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 527 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 102.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11575k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 221.04% | 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) | 54.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.98% | 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) | 1.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.81% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
