Composer · investment strategy
by Composer Technologies · via Composer
A daily switch between 3× Nasdaq‑100 (TQQQ) and T‑Bills (BIL) using two simple momentum checks: tech vs utilities and tech vs junk bonds. If risk‑on, it buys TQQQ (50–100%); otherwise it sits in T‑Bills. High potential return, 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.
2 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.
0.3% of weight in (IVV: 3.0%)
2 funds (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. : 99% · 2026-10-11 ()
49.4% 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 ()
1 of 5 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 Macro signals 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, split money into two equal slices. RSI is a 0–100 score of recent momentum (higher = stronger), using ~21 trading days.<br>• Slice 1: If Utilities (XLU) RSI < Nasdaq‑100 (QQQ) RSI → buy 3× QQQ (TQQQ); else hold T‑Bills (BIL).<br>• Slice 2: If High‑Yield bonds (JNK) RSI > QQQ RSI → buy TQQQ; else hold BIL.<br>Result: 0%, 50%, or 100% in TQQQ; rest in BIL.
A daily switch between 3× Nasdaq‑100 (TQQQ) and T‑Bills (BIL) using two simple momentum checks: tech vs utilities and tech vs junk bonds. If risk‑on, it buys TQQQ (50–100%); otherwise it sits in T‑Bills. High potential return, high risk.
Out-of-sample edge: ~29% annualized return vs ~19% S&P, with ~0.93 Sharpe and Calmar ~0.73. Higher upside from tactical tech exposure; but expect larger drawdowns (~40%) in stressed markets compared with the S&P.
Tommy Shriggly manages my investments.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.4M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $94k | 2026-10-11 |
| AI categories (Composer) | cash proxy, daily rebalance, leveraged qqq, relative strength, risk-on/risk-off, tactical momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.67 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "JNK", "QQQ", "TQQQ", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 653 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 48.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 74k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.01% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.24% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.11% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.25 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
