Composer · investment strategy
by Composer Technologies · via Composer
Buys 3× Nasdaq‑100 on sharp 5‑day dips (but waits in T‑bills if a big one‑day bounce already hit). Otherwise holds a diversified “Opus” mix of stocks, hedges, sector leaders, and commodities only when trending. Checked and rebalanced daily.
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.
17 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.
11.5% of weight in (IVV: 3.0%)
11 funds (SEC N-PORT, as of 2026-05-31)
: 5.5% (DBO 3% × 1.00, DBE 3% × 1.00), shown separately from fossil-fuel companies.
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 ()
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 30 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 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.
Daily check. If QQQ (Nasdaq‑100 fund) fell >5% in 5 days, it buys TQQQ (a 3× version of QQQ) to try to catch a rebound—unless TQQQ already jumped >5% today, then it waits in T‑bill ETFs (BIL). If there’s no dip, it holds a diversified “Opus” mix: US stocks (incl. value), gold (GLD), US dollar (UUP), managed futures (DBMF), top‑2 strong sectors, and select commodities only when trending; otherwise short Treasuries (SHV). Rebalanced daily.
Buys 3× Nasdaq‑100 on sharp 5‑day dips (but waits in T‑bills if a big one‑day bounce already hit). Otherwise holds a diversified “Opus” mix of stocks, hedges, sector leaders, and commodities only when trending. Checked and rebalanced daily.
Out-of-sample edge: ~27% annual return vs ~20% for the S&P, driven by Nasdaq-100 dip-buying and a diversified Opus core with hedges. Sharpe ≈1.08; Calmar ≈1.04. Higher drawdowns (~26%) but stronger, more resilient upside.
When I dip, you zip, we zip. This symphony capitalizes on performance dips in QQQ, a fund that tracks the Nasdaq-100 index, by buying a leveraged version of the fund. If the fund isn’t dipping or is coming out of a dip, the strategy invests in short-term US government bonds to minimize risk. This symphony was developed by Composer. 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) | $90k | 2026-10-11 | |
| Backtest regulatory fees | $165 | 2026-10-11 | |
| Backtest slippage cost | $929 | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, commodities, leveraged etfs, momentum, multi-asset, nasdaq-100, sector rotation, t-bills, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 241 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DBA", "DBB", "DBE", "DBMF", "DBO", "FNDX", "GLD", "NTSX", "QQQ", "RWL", "SHV", "STIP", "TQQQ", "URA", "UUP", "VAW", "VCR", "VDC", "VDE", "VFH", "VGT", "VHT", "VIS", "VLUE", "VNQ", "VOX", "VPU", "VTV", "WOOD" ] | 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) | 1.10 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,836 | 2026-10-11 | |
| Out-of-sample length | 972 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 799.98% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 151.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.61 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.48% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
