Composer · investment strategy
by Composer Technologies · via Composer
Daily momentum switch between 3x Nasdaq‑100 (TQQQ) and 3x Aerospace & Defense (DFEN): whichever had the higher 90‑day return gets 100% of the allocation. Aggressive, high‑volatility, one‑ETF‑at‑a‑time approach.
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 ()
2 of 2 funds in its are : DFEN, 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 looks back 90 days and asks which did better: 1) TQQQ – a fund targeting 3x the daily moves of the tech‑heavy Nasdaq‑100 (think Apple, Microsoft, Nvidia), or 2) DFEN – a fund targeting 3x the daily moves of U.S. aerospace & defense stocks (Lockheed, Northrop, Boeing). It puts 100% in the winner until tomorrow, then repeats. Note: both are 3x leveraged and very volatile.
Daily momentum switch between 3x Nasdaq‑100 (TQQQ) and 3x Aerospace & Defense (DFEN): whichever had the higher 90‑day return gets 100% of the allocation. Aggressive, high‑volatility, one‑ETF‑at‑a‑time approach.
Out-of-sample edge: ~66.7% annualized return vs ~23.8% for the S&P, with Calmar 1.60 and Sharpe 1.13. Daily 100% in the stronger 3x winner (TQQQ/DFEN); captures momentum but carries higher drawdowns (~41.8%).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $260k | 2026-10-11 | |
| Backtest regulatory fees | $146 | 2026-10-11 | |
| Backtest slippage cost | $1,002 | 2026-10-11 |
| AI categories (Composer) | aerospace & defense, daily rebalancing, leveraged etfs, momentum, nasdaq-100, sector rotation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "DFEN", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 43 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,282 | 2026-10-11 | |
| Out-of-sample length | 332 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2504% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 66.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.43% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.62 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -69.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
