Composer · investment strategy
by Composer Technologies · via Composer
Contrarian switch: if bonds look stronger than the Nasdaq‑100 over the last month, jump into 3× Nasdaq‑100 (TQQQ); otherwise sit in T‑Bills (BIL). High upside in rebounds, high risk if weakness persists; can miss steady bull runs.
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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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% · 2026-10-11 ()
1 of 4 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.
Each day it compares a 21‑day “recent gains vs losses” score (RSI) for stocks vs bonds: QQQ (Nasdaq‑100) vs AGG (U.S. bonds). If QQQ’s score is lower, it buys TQQQ (3× QQQ). Otherwise it holds BIL (T‑Bills). No set rebalancing—switches when the signal flips. When in TQQQ, you’re concentrated in big tech/communication/consumer names (AAPL, MSFT, NVDA, AMZN, GOOG, META, TSLA).
Contrarian switch: if bonds look stronger than the Nasdaq‑100 over the last month, jump into 3× Nasdaq‑100 (TQQQ); otherwise sit in T‑Bills (BIL). High upside in rebounds, high risk if weakness persists; can miss steady bull runs.
Out-of-sample: ~40% annualized, vs ~25% S&P; Sharpe ~0.97; Calmar ~0.75. Max drawdown ~53% vs ~19% for the S&P. Contra cross-asset signal shifts to 3x Nasdaq-100 (TQQQ) or cash (BIL). Higher upside, higher risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.6M | 2026-10-11 | |
| Backtest regulatory fees | $8,771 | 2026-10-11 | |
| Backtest slippage cost | $70k | 2026-10-11 |
| AI categories (Composer) | bonds vs stocks, contrarian, leveraged, momentum, nasdaq-100, risk-on/risk-off, rsi, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "AGG", "BIL", "QQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 743 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 45k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 170.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.54% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 70.66% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
