Composer · investment strategy
by Composer Technologies · via Composer
A daily, all‑in tactical strategy for the Nasdaq: buy only when it’s truly washed out, short when it’s too hot or after rebound days, short the S&P during volatility spikes, otherwise own the strongest mega‑cap stock.
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 fear is spiking, it shorts the S&P 500.”
“in which case it buys the dip (3× long Nasdaq)”
“If none of those, it holds the single mega‑cap stock (AAPL/MSFT/NVDA/TSLA/XOM) with the strongest recent trend.”
“Otherwise, if Nasdaq looks very hot it shorts; if very cold it buys.”
“After a sharp 5‑day Nasdaq drop, it usually bets against rebounds (short Nasdaq) unless things look deeply “oversold,” in which case it buys the dip (3× long Nasdaq).”
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.
0.0% of weight in (IVV: 3.0%)
No funds
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
3 of 10 funds in its are : SPXU, SQQQ, TQQQ
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 it picks one holding:<br>- After a sharp 5‑day Nasdaq drop, it usually bets against rebounds (short Nasdaq) unless things look deeply “oversold,” in which case it buys the dip (3× long Nasdaq).<br>- Otherwise, if Nasdaq looks very hot it shorts; if very cold it buys.<br>- If fear is spiking, it shorts the S&P 500.<br>- If none of those, it holds the single mega‑cap stock (AAPL/MSFT/NVDA/TSLA/XOM) with the strongest recent trend.
A daily, all‑in tactical strategy for the Nasdaq: buy only when it’s truly washed out, short when it’s too hot or after rebound days, short the S&P during volatility spikes, otherwise own the strongest mega‑cap stock.
Out-of-sample, this Nasdaq tactical strategy aims ~53% annualized return vs ~22% for the S&P, with solid risk-adjusted metrics (Calmar ~1.23, Sharpe ~1.16) and volatility hedges to protect during spikes, plus mega-cap momentum upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $933.8M | 2026-10-11 | |
| Backtest regulatory fees | $2.1M | 2026-10-11 | |
| Backtest slippage cost | $20.3M | 2026-10-11 |
| AI categories (Composer) | daily tactical, leveraged etfs, mean reversion + momentum, nasdaq-focused, single-position, volatility filter | 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[ "AAPL", "MSFT", "NVDA", "QQQ", "SPXU", "SQQQ", "TQQQ", "TSLA", "VIXM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,924 | 2026-10-11 | |
| Out-of-sample length | 718 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 108.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9338k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 237.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.67% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.52% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.23% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
