Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, two-mode strategy: buy 3× Nasdaq‑100 on tech selloffs, short it on extreme run-ups, and otherwise split across three trend rules that pick leveraged tech, long Treasuries, or short Treasuries, with a T‑Bill buffer.
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.
3 positions as of 2026-10-19
: 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.
0.1% of weight in (IVV: 3.0%)
3 funds (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. : 100% · 2026-10-19 ()
88.6% 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% · 2026-10-19 ()
7 of 14 funds in its are : QID, QLD, SH, SQQQ, TBT, TMF, 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.
Two modes. 1) Short-term “pops”: if the tech sector fund (XLK) looks washed-out (RSI<29), hold 66% a 3× Nasdaq‑100 fund (TQQQ) + 34% T‑Bills (BIL). If XLK looks overheated (RSI>80), hold 66% the 3× inverse (SQQQ) + 34% BIL. 2) Otherwise, split equally across three rules that flip between TQQQ/BIL, long US Treasuries (EDV or 3× TMF), or a fund that rises when Treasuries fall (TBT), using longer‑term tech‑vs‑utilities and bond‑vs‑stock strength. RSI is a 0–100 “heat” gauge.
Rules-based, two-mode strategy: buy 3× Nasdaq‑100 on tech selloffs, short it on extreme run-ups, and otherwise split across three trend rules that pick leveraged tech, long Treasuries, or short Treasuries, with a T‑Bill buffer.
Out-of-sample ≈18.2% annual return with Sharpe ~0.75 and Calmar ~0.65. Leverages tech and bonds with a cash buffer to capture tech rallies while controlling risk. Potentially higher upside than the S&P, but drawdowns can be larger (~28%).
April 30, 2009 starting date.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.6M | 2026-10-19 | |
| Backtest regulatory fees | $12k | 2026-10-19 | |
| Backtest slippage cost | $91k | 2026-10-19 |
| AI categories (Composer) | bonds vs equities, leveraged etfs, mean reversion, risk-on/risk-off, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 90 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "EDV", "QID", "QLD", "SH", "SPY", "SQQQ", "TBT", "TLT", "TMF", "TQQQ", "XLK", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.17 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-19 |
| Remixes (copies) | 11 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 605 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 44.45% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 46k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.19% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 48.86% | ||
| Return, trailing 1 day (out-of-sample) | -3.39% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 6.91% | ||
| Return, trailing 1 week (out-of-sample) | -5.90% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.74% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.49% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.85% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.48% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.59 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Maximum drawdown, backtest period (backtest) | -27.96% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.96% | ||
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | ||
| Sortino ratio, backtest period (backtest) | 2.81 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.95% |
| Annualized turnover, backtest period (backtest) | 25.46 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.60 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.51% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.21% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
