Composer · investment strategy
by Composer Technologies · via Composer
Risk switch for leveraged tech. In calm uptrends it puts 75% in 3x Nasdaq (TQQQ). If stocks are choppy it moves to long Treasuries or market volatility with some Treasury ballast. If even safe bonds trend down, it uses a hedged mix.
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 ()
6 of 11 funds in its are : QLD, SSO, TECS, TMF, TMV, 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.
Checks: If short‑term Treasuries trend down, hold a hedged trio sized to the calmest (rising‑rates bet, small tech long, tech short). If stocks are very jumpy, put 75% in what’s working now—market volatility or long‑term Treasuries—and 25% in mid‑term Treasuries. Otherwise, go 75% into a 3x tech fund (TQQQ) when stocks trend up, or split between a regular tech fund and a 2x S&P 500 fund when they don’t. Trades only when rules flip.
Risk switch for leveraged tech. In calm uptrends it puts 75% in 3x Nasdaq (TQQQ). If stocks are choppy it moves to long Treasuries or market volatility with some Treasury ballast. If even safe bonds trend down, it uses a hedged mix.
Out-of-sample: ~49.8% annualized return vs SPY’s ~23.1%, with Calmar ~1.04 and solid risk-adjusted upside. It dynamically shifts to the regime that’s working (tech rallies or volatility/treasury hedges) to lock in gains with disciplined risk.
BT = 1-12-2011
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.5M | 2026-10-11 | |
| Backtest regulatory fees | $5,057 | 2026-10-11 | |
| Backtest slippage cost | $40k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/off, tactical allocation, tech-heavy, treasuries, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 24 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEI", "QLD", "QQQ", "SHY", "SPY", "SSO", "TECS", "TMF", "TMV", "TQQQ", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.79 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,959 | 2026-10-11 | |
| Out-of-sample length | 747 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 57.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 125k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.82% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 232.02% | 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) | 43.61% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.61% | 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) | 14.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.18 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
