Composer · investment strategy
by Composer Technologies · via Composer
A daily rules-based shifter between turbo‑Nasdaq (TQQQ), cash‑like T‑Bills (BIL), and a defensive basket (SQQQ/long Treasuries/Utilities or Gold), guided by trends, RSI “heat,” and short‑term move triggers. K‑1‑free.
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 ()
2 of 11 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 flips among: 1) Offense: TQQQ (3x Nasdaq 100). 2) Cash: BIL (T‑Bills). 3) A “safety mix” that rotates SQQQ/EDV plus Utilities or Gold. It uses trend checks (price vs 200‑day avg), an RSI “heat” gauge (0–100; <30 weak, >70 hot), and short‑term jumps/drops. QQQ/AGG/BSV/SPHB act as risk thermometers (AGG=broad bonds; BSV=short bonds; SPHB=high‑beta). K‑1‑free ETFs only.
A daily rules-based shifter between turbo‑Nasdaq (TQQQ), cash‑like T‑Bills (BIL), and a defensive basket (SQQQ/long Treasuries/Utilities or Gold), guided by trends, RSI “heat,” and short‑term move triggers. K‑1‑free.
Out-of-sample: ~55% annualized return vs ~23% for the S&P; Calmar ~1.96; Sharpe ~1.33. A daily rules-based 3-way rotation that captures tech upside with TQQQ and defends with cash/LSM when risk rises. K-1-free ETFs.
Two things are needed to achieve great things: a plan, and not quite enough time.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.5M | 2026-10-11 | |
| Backtest regulatory fees | $9,616 | 2026-10-11 | |
| Backtest slippage cost | $78k | 2026-10-11 |
| AI categories (Composer) | cash, gold, k‑1 free, leveraged etfs, nasdaq 100, risk signals, tactical rotation, treasuries, trend following, utilities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 84 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "EDV", "GLD", "QQQ", "SPHB", "SQQQ", "TLT", "TQQQ", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,873 | 2026-10-11 | |
| Out-of-sample length | 748 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 65k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 267.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 90.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 90.56% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 71.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
