Composer · investment strategy
by Composer Technologies · via Composer
Daily switches between a 3× tech‑stock fund (TQQQ) and a 3× inverse long‑term Treasury bond fund (TTT). If TQQQ’s past 40 days beat TTT’s past 20 days, own TQQQ; otherwise own TTT. Simple rule, big moves, high risk due to leverage.
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.
0.0% 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. : 100% · 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 : TQQQ, TTT
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 holds one fund: TQQQ or TTT. TQQQ aims for about 3× the daily move of the Nasdaq‑100 (big U.S. tech like Apple, Microsoft, Nvidia). TTT targets about −3× long‑term U.S. Treasury bond prices (it rises when rates rise). If TQQQ’s last 40‑day return beats TTT’s last 20‑day return, it holds TQQQ; otherwise TTT. Both are 3× leveraged and very volatile.
Daily switches between a 3× tech‑stock fund (TQQQ) and a 3× inverse long‑term Treasury bond fund (TTT). If TQQQ’s past 40 days beat TTT’s past 20 days, own TQQQ; otherwise own TTT. Simple rule, big moves, high risk due to leverage.
Out-of-sample annualized return: 26.16% vs 22.69% for the S&P, via a binary 3x levered tech/rates momentum switch. Higher upside, but larger drawdowns (max ~52% vs ~19%). For risk-tolerant, active investors.
Stocks and bonds. But not at the same time. Each day, stocks and bonds go head-to-head. The decision factor? 40d performance of TQQQ greater than 20d performance of TTT. This symphony holds stocks if stocks are doing better. And bonds if bonds are doing better. This simple and elegant strategy was developed by Lewis Glenn and adapted into a symphony by AFIF. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $487k | 2026-10-11 | |
| Backtest regulatory fees | $859 | 2026-10-11 | |
| Backtest slippage cost | $6,038 | 2026-10-11 |
| AI categories (Composer) | inverse treasuries, leveraged etfs, momentum, nasdaq-100, tactical switching, 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) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "TQQQ", "TTT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,633 | 2026-10-11 | |
| Out-of-sample length | 995 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4773% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 150.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.46% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.59% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.88% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.29% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
