Composer · investment strategy
by Composer Technologies · via Composer
Two-sleeve, daily strategy that rides tech uptrends with TQQQ and quickly steps aside to T‑Bills or a short hedge when risk rises. Uses simple trend/RSI/volatility/bond signals; when not in TQQQ, it rotates into the strongest sectors. Very high risk.
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 ()
5 of 30 funds in its are : SOXL, SOXS, TMF, TQQQ, UVXY
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 splits your money into two rule-sets. Both try to own TQQQ (a 3x Nasdaq-100 fund) when trends are up, and move to BIL (T‑Bills) or a short hedge when risk rises.<br>Signals used: trend (price vs 25‑day average), heat/cold (RSI: 0–100 ‘hot/cold’ meter; >~80 overheated, <~30 washed‑out), big drops (e.g., −12% in 6 days), and bond risk. If not in TQQQ, one sleeve rotates into the strongest ETFs/stocks (favoring smaller recent drawdowns); the other just holds BIL. Daily rebalance. Uses 3x ETFs (high risk).
Two-sleeve, daily strategy that rides tech uptrends with TQQQ and quickly steps aside to T‑Bills or a short hedge when risk rises. Uses simple trend/RSI/volatility/bond signals; when not in TQQQ, it rotates into the strongest sectors. Very high risk.
Out-of-sample edge: ~45.75% annualized return, ~42.46% max drawdown, Calmar ~1.08, Sharpe ~0.87. A two-sleeve, trend+risk-off approach aims for much bigger upside than the S&P while controlling downside with hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $79.1M | 2026-10-11 | |
| Backtest regulatory fees | $201k | 2026-10-11 | |
| Backtest slippage cost | $1.9M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, risk-on/off, tactical allocation, trend + momentum + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 904 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.68 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMAT", "BIL", "BND", "IEF", "KLAC", "LLY", "MSTR", "NVDA", "NVO", "QQQ", "SCHD", "SCHG", "SOXL", "SOXS", "SPY", "TLT", "TMF", "TQQQ", "UVXY", "XLB", "XLC", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,979 | 2026-10-11 | |
| Out-of-sample length | 710 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 213.42% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 791k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 189.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.99% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.46% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 37.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.45% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 69.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
