Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based swing between 3x Nasdaq growth (TQQQ), long Treasuries, and a defensive mix. It follows stock/bond trends, avoids chasing hot moves, and at times shorts Treasuries. Uses only K‑1‑free 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.
2 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
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 11 funds in its are : SQQQ, TQQQ, TYO
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.
Main holdings: TQQQ (3x Nasdaq), EDV/TLT (long Treasuries), SQQQ (−3x Nasdaq), TYO (−3x 7–10y Treasuries), XLU (utilities), GDXJ (gold miners).<br>Daily it checks stock and bond trends. If stocks trend up it prefers TQQQ; if momentum is stretched or favors bonds, it shifts to Treasuries or a defensive mix (LSM). If stocks weaken or bonds falter, it rotates into Treasuries, the defensive mix, or shorts Treasuries. Big drops/pops trigger short‑term switches.
A daily, rules-based swing between 3x Nasdaq growth (TQQQ), long Treasuries, and a defensive mix. It follows stock/bond trends, avoids chasing hot moves, and at times shorts Treasuries. Uses only K‑1‑free ETFs.
Out-of-sample, this regime-switching strategy cycles between 3x Nasdaq, long Treasuries, and defensives to outperform the S&P 500. It shows ~37.5% annualized return vs SPY ~23%, with higher but managed drawdown (~39.5% vs ~18.8%).
Two things are needed to achieve great things: a plan, and not quite enough time.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.7M | 2026-10-11 | |
| Backtest regulatory fees | $17k | 2026-10-11 | |
| Backtest slippage cost | $137k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, nasdaq, risk-on/risk-off, tactical allocation, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 84 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BSV", "EDV", "GDXJ", "QQQ", "SPHB", "SQQQ", "TLT", "TQQQ", "TYO", "XLU" ] | 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) | 1.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,873 | 2026-10-11 | |
| Out-of-sample length | 747 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 97k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 157.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.97% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 135.76% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 135.73% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.27% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.25 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.74% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
