Composer · investment strategy
by Composer Technologies · via Composer
Uses utilities’ short-term momentum vs the market to flip between TQQQ (3x Nasdaq-100) when risk-on and BIL (T-Bills) when defensive. Checked daily to chase tech uptrends and hide in cash during stress.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
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 RSI score (a simple up-days vs down-days meter) for Utilities stocks (XLU) to the overall market (SPY). If Utilities’ score is lower, that signals risk-on: buy TQQQ (a 3x Nasdaq-100 fund heavy in big tech). Otherwise, hold BIL (a T‑Bill fund). It may switch often.
Uses utilities’ short-term momentum vs the market to flip between TQQQ (3x Nasdaq-100) when risk-on and BIL (T-Bills) when defensive. Checked daily to chase tech uptrends and hide in cash during stress.
An adaptive regime overlay: 3x Nasdaq in risk-on, cash in risk-off. Seeks tech rally upside with built-in risk control and diversification to SPY. Out-of-sample: 16.44%/yr, max drawdown 40.5%, Sharpe 0.58. Complements a core portfolio.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-19 | |
| Backtest regulatory fees | $4,453 | 2026-10-19 | |
| Backtest slippage cost | $30k | 2026-10-19 |
| AI categories (Composer) | leveraged equity, momentum, regime filter, risk-on/risk-off, tactical allocation, utilities vs market | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 8 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPY", "TQQQ", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.53 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 816 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 35.58% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.44% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.21% | ||
| Return, trailing 1 day (out-of-sample) | -7.62% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 week (out-of-sample) | -14.36% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 2.46% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.29% | ||
| Return, trailing 2 weeks (out-of-sample) | -17.97% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 18.48% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.82 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, backtest period (backtest) | -43.43% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.51% | ||
| Sharpe ratio, backtest period (backtest) | 0.98 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Sortino ratio, backtest period (backtest) | 1.41 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.61 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 38.69% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.53% |
| Annualized turnover, backtest period (backtest) | 18.50 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.76 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 49.93% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.40% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
