Composer · investment strategy
by Composer Technologies · via Composer
A daily switcher that rotates between 3x Nasdaq (TQQQ), volatility (VXX), or T‑Bills (BIL) using “overheated” readings and volatility‑shock rules. Goal: ride tech in calm markets and bet on/avoid volatility when markets look stretched or jumpy.
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 2026-10-11
: 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.
0.5% 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% · 2026-10-11 ()
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 ()
3 of 8 funds in its are : FAS, SVXY, 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 Capital preservation 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 chooses one: TQQQ (3x Nasdaq tech), VXX (bets on a volatility spike), or BIL (T‑Bills). RSI = a 0–100 “heat gauge”; very high = “too hot.”<br>- If certain sector/broad ETFs (XLP/TQQQ/FAS/SPY; XLY mostly unused) look too hot, switch to VXX.<br>- If TQQQ fell >12% in 6 days: after a >5.5% rebound day, sit in BIL; else buy TQQQ.<br>- If SVXY (short‑vol) drops >7% in a day, move to BIL.<br>- Else stay in TQQQ.
A daily switcher that rotates between 3x Nasdaq (TQQQ), volatility (VXX), or T‑Bills (BIL) using “overheated” readings and volatility‑shock rules. Goal: ride tech in calm markets and bet on/avoid volatility when markets look stretched or jumpy.
Out-of-sample, this strategy targets ~61% annualized return vs ~18% for the S&P, with Sharpe ~1.05 and Calmar ~1.06. It uses a daily switch among TQQQ, VXX, and BIL to chase tech gains and guard against volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34.2M | 2026-10-11 | |
| Backtest regulatory fees | $19k | 2026-10-11 | |
| Backtest slippage cost | $179k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, quant rules, risk-on/risk-off, tactical allocation, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 34 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "BIL", "FAS", "SPY", "SVXY", "TQQQ", "VXX", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 435 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 154.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 342k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 128.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 70.08% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 70.07% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 69.42% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
