Composer · investment strategy
by Composer Technologies · via Composer
A tactical switch among 3× long Nasdaq (TQQQ), cash-like T‑Bills (BIL), or 3× short Nasdaq (SQQQ). It uses simple strength scores plus a tech‑vs‑managed‑futures check (KMLM) to decide when to risk‑on, sit out, or short.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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 8 funds in its are : SH, 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.
It scores recent price strength (RSI, a 0–100 “strength” score). Gate 1: if bonds (AGG) look stronger than short stocks (SH), the market isn’t deeply bearish. Then: if tech (XLK) beats managed‑futures (KMLM), put ~90% in TQQQ (3× Nasdaq‑100); else hold BIL (T‑Bills). If Gate 1 fails, try a rebound: if bonds beat QQQ, still buy TQQQ; else if KMLM beats tech, go short via SQQQ; otherwise hold BIL. Keeps ~10% cash; trades only on signal changes.
A tactical switch among 3× long Nasdaq (TQQQ), cash-like T‑Bills (BIL), or 3× short Nasdaq (SQQQ). It uses simple strength scores plus a tech‑vs‑managed‑futures check (KMLM) to decide when to risk‑on, sit out, or short.
Dynamic 3x Nasdaq strategy with cash/short hedges; out-of-sample targets ~59% annualized return, Calmar ~2.19, Sharpe ~1.16 vs SPY ~17.7% return and ~18.8% drawdown. Captures tech upside with macro-risk hedging.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.7M | 2026-10-11 | |
| Backtest regulatory fees | $20k | 2026-10-11 | |
| Backtest slippage cost | $180k | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, leveraged nasdaq, managed-futures confirmation, risk-on/off switching, shorting, tactical momentum, tech focus | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 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[ "AGG", "BIL", "KMLM", "QQQ", "SH", "SQQQ", "TQQQ", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 512 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 238.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 117k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 58.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 156.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -11.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.27% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.77% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
