Composer · investment strategy
by Composer Technologies · via Composer
Switches between TQQQ (3× Nasdaq‑100) when QQQ is above its 200‑day average and BIL (T‑bills) when below. Aims to ride tech bull runs and sit in cash during downturns; high risk when ‘on’ and potential whipsaws in choppy markets.
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.
0.5% 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 ()
1 of 3 funds in its are : 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.
Each day compare QQQ’s price to its 200‑day average (the average closing price over ~10 months).<br>If price is above it, buy/hold TQQQ (a 3× version of QQQ).<br>If below, move to BIL (T‑bills, cash‑like).<br>No scheduled rebalancing—only switches when the signal flips. QQQ = Nasdaq‑100 (big US tech).<br>Expect whipsaws in choppy markets; TQQQ can fall fast.
Switches between TQQQ (3× Nasdaq‑100) when QQQ is above its 200‑day average and BIL (T‑bills) when below. Aims to ride tech bull runs and sit in cash during downturns; high risk when ‘on’ and potential whipsaws in choppy markets.
Capitalize on tech bull runs with 3x Nasdaq-100 exposure and cash in downturns. Out-of-sample: ~32% annualized return vs SPY ~16%, with strong risk-adjusted metrics (Calmar ~0.95; Sharpe ~0.81). Expect higher drawdowns in volatile markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $376 | 2026-10-11 | |
| Backtest slippage cost | $1,600 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, moving average, nasdaq-100, risk-on/risk-off, t-bills, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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", "QQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.88 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 479 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.77% | 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) | 35.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.46% | 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) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.02% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.16 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
