Composer · investment strategy
by Composer Technologies · via Composer
All-in switch between cash-like T‑bills (BIL) and a 3× Nasdaq fund (TQQQ). If QQQ’s roughly 3‑year return is above ~42%, it parks in BIL; otherwise it holds TQQQ. Idea: play defense after big multi‑year runs, offense when multi‑year returns aren’t strong.
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.
2 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.
0.0% 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% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 3 funds in its are : 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 checks how much QQQ (a fund tracking the Nasdaq‑100, i.e., big U.S. tech-heavy stocks) has gained over ~690 trading days (~3 years).<br>If that gain is above about +42%, it moves 100% into BIL (very short‑term U.S. Treasuries).<br>Otherwise it holds 100% in TQQQ (targets 3× QQQ’s daily moves).<br>No routine rebalancing—only flips when this test changes.
All-in switch between cash-like T‑bills (BIL) and a 3× Nasdaq fund (TQQQ). If QQQ’s roughly 3‑year return is above ~42%, it parks in BIL; otherwise it holds TQQQ. Idea: play defense after big multi‑year runs, offense when multi‑year returns aren’t strong.
Regime-aware, low-beta exposure diversifying beyond the S&P 500. OOS: Sharpe ~0.70, Calmar ~0.64, ~14.2% annualized return, ~22% max drawdown. A transparent sleeve to complement core equities with Nasdaq leverage in calmer regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $463k | 2026-10-19 | |
| Backtest regulatory fees | $229 | 2026-10-19 | |
| Backtest slippage cost | $1,125 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, nasdaq-100, risk-on/risk-off, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 559 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 25.90% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4534% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.24% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.01% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 3.65% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 3.71% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.60 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Maximum drawdown, backtest period (backtest) | -43.09% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.10% | ||
| Sharpe ratio, backtest period (backtest) | 0.88 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Sortino ratio, backtest period (backtest) | 1.40 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.66% |
| Annualized turnover, backtest period (backtest) | 4.50 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.25 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 45.04% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 75.85% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
