Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switches between leveraged tech (TQQQ) and a defensive mix (Treasuries, US dollar, gold) using interest‑rate trends, recent tech drawdowns, and a volatility gauge to dial risk up or down.
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.
“If rates rising: go defensive—about 55% TQQQ and 45% split across steadier assets”
“If rates rising: go defensive—about 55% TQQQ and 45% split across steadier assets (IEF Treasuries, UUP USD, GLD gold, TMF)”
“usually hold TQQQ (3x Nasdaq‑100 tech)”
“Daily, rules-based switches between leveraged tech (TQQQ) and a defensive mix”
“If bonds (BND) beat cash-like T‑bills (BIL) over 60 days, rates aren’t rising; else they are.”
“But if QQQ fell >5% in 10 days, cut to a tiny position”
“using a vol gauge (SVXY), hold either TMF (3x long Treas) or a small TQQQ stake”
5 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%)
3 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
57.7% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
3 of 9 funds in its are : SVXY, TMF, TQQQ
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Each day:<br>1) Rate check: If bonds (BND) beat cash-like T‑bills (BIL) over 60 days, rates aren’t rising; else they are.<br>2a) If rates not rising: usually hold TQQQ (3x Nasdaq‑100 tech). But if QQQ fell >5% in 10 days, cut to a tiny position and, using a vol gauge (SVXY), hold either TMF (3x long Treas) or a small TQQQ stake.<br>2b) If rates rising: go defensive—about 55% TQQQ and 45% split across steadier assets (IEF Treasuries, UUP USD, GLD gold, TMF), or 100% in that mix when short‑term bonds are weak.
Daily, rules-based switches between leveraged tech (TQQQ) and a defensive mix (Treasuries, US dollar, gold) using interest‑rate trends, recent tech drawdowns, and a volatility gauge to dial risk up or down.
Out-of-sample, this strategy delivers higher upside and sharper risk-adjusted returns vs SPY: ~40.8% vs 14.4% annualized, Sharpe ~1.05 vs ~0.88. Rate-regime switching with safe-haven diversification aims for bigger, steadier gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.9M | 2026-10-11 | |
| Backtest regulatory fees | $21k | 2026-10-11 | |
| Backtest slippage cost | $169k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged tech, rate regime, risk-on/off, safe-haven mix, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 39 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.60 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "GLD", "IEF", "QQQ", "SVXY", "TMF", "TQQQ", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 1,303 | 2026-10-11 | |
| Watchers | 811 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,770 | 2026-10-11 | |
| Out-of-sample length | 1,132 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 59k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 365.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.71% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.50% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.08 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.02% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
