Composer · investment strategy
by Composer Technologies · via Composer
Uses the S&P 500’s short‑term “heat” and 20/200‑day trends to switch daily between 3x long Nasdaq (TQQQ), 3x short Nasdaq (SQQQ), or cash‑like T‑Bills (BIL). Usually stays long unless the market is in a strong downtrend.
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 ()
2 of 4 funds in its are : SQQQ, 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 it reads SPY’s “heat” and trend. Heat: a 10‑day RSI (a gauge of how hot/cold recent moves are). Trend: price vs 200‑ and 20‑day moving averages (simple trendlines of past prices). If RSI>80: move to BIL (cash‑like T‑Bills). Else if RSI<30 or SPY is above either trendline: buy TQQQ (3x Nasdaq‑100). Otherwise: buy SQQQ (‑3x Nasdaq‑100).
Uses the S&P 500’s short‑term “heat” and 20/200‑day trends to switch daily between 3x long Nasdaq (TQQQ), 3x short Nasdaq (SQQQ), or cash‑like T‑Bills (BIL). Usually stays long unless the market is in a strong downtrend.
Out-of-sample, this strategy delivers ~105% annualized return vs SPY's ~25%, with Calmar ~2.57 and Sharpe ~1.42, backed by alpha ~0.29M—rotating between 3x Nasdaq exposure and cash to ride big uptrends.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $88.9M | 2026-10-11 | |
| Backtest regulatory fees | $38k | 2026-10-11 | |
| Backtest slippage cost | $351k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, moving averages, rsi, tactical rotation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 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", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 397 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 889k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 105.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 211.37% | 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) | 85.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 85.47% | 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) | 1.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.67% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
