Composer · investment strategy
by Composer Technologies · via Composer
Rides tech with TQQQ (3x Nasdaq-100) when the market trend is up, but shifts to Utilities, Consumer Staples, or bonds when prices look overheated or weak. In downtrends it buys sharp dips; otherwise it hides in safer picks. Rebalances daily.
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 2026-10-19
: 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.
0.5% 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% · 2026-10-19 ()
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% · 2026-10-19 ()
4 of 11 funds in its are : SPXL, SQQQ, TQQQ, UGE
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.
Daily check: Is the S&P 500 (SPY) above its 200-day average? If yes, it holds TQQQ (3x Nasdaq-100) unless short-term heat (RSI, a 0-100 hot/cold score) is very high; then it parks in the most beaten-down safer pick: XLP/UGE (consumer staples), XLU (utilities), or BSV/TLT (Treasuries) or LQD/VBF (corporate bonds). If SPY is below trend, it still buys deep dips; otherwise, if TQQQ is under its 20-day average or SQQQ (-3x Nasdaq) warns, it rotates to that same safer list.
Rides tech with TQQQ (3x Nasdaq-100) when the market trend is up, but shifts to Utilities, Consumer Staples, or bonds when prices look overheated or weak. In downtrends it buys sharp dips; otherwise it hides in safer picks. Rebalances daily.
Out-of-sample annualized return ~100% vs SPY ~20%; Sharpe ~1.48 vs 1.46; Calmar ~3.02; max drawdown ~33% vs SPY ~8.7%. Strategy shifts to safety in overheated markets, riding tech in uptrends and defending in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $439.1M | 2026-10-19 | |
| Backtest regulatory fees | $382k | 2026-10-19 | |
| Backtest slippage cost | $3.6M | 2026-10-19 |
| AI categories (Composer) | bonds, defensive sectors, leveraged etfs, momentum (rsi), tactical rotation, tech-heavy, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 63 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "LQD", "SPXL", "SPY", "SQQQ", "TLT", "TQQQ", "UGE", "VBF", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.83 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 12 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,177 | 2026-10-19 | |
| Out-of-sample length | 174 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 90.56% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4391k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 99.96% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.16% | ||
| Return, trailing 1 day (out-of-sample) | -7.60% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 week (out-of-sample) | -11.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 32.91% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.87% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | ||
| SPY annualized return over the backtest window (backtest) | 14.11% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.91 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.02 | ||
| Maximum drawdown, backtest period (backtest) | -47.49% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.13% | ||
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Sortino ratio, backtest period (backtest) | 2.24 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 55.87% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.65% |
| Annualized turnover, backtest period (backtest) | 27.69 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.31 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.48% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.02% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
