Composer · investment strategy
by Composer Technologies · via Composer
A tactical Nasdaq‑100 swing strategy: buy TQQQ out of dips, flip to SQQQ out of rips (with UVXY at extremes), and sit in T‑bills otherwise, timed by RSI and a short‑term trend filter. Daily rebalanced.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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 ()
3 of 5 funds in its are : SQQQ, TQQQ, UVXY
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.
It trades the Nasdaq‑100 using simple signals. RSI (0–100) gauges how hot/cold recent moves are; >70 = stretched, <30 = washed‑out. A short EMA marks up/down trend.<br>When RSI <35 it buys TQQQ (3× long), especially once price turns up; if still falling it may wait unless TQQQ is very washed‑out (RSI<30).<br>When RSI >65 it rides with TQQQ while price rises, but flips to SQQQ (3× short) if strength is extreme (>70/76) or trend turns down; at the frothiest point it may briefly use UVXY. In between, it parks in BIL (cash‑like). Rebalanced daily.
A tactical Nasdaq‑100 swing strategy: buy TQQQ out of dips, flip to SQQQ out of rips (with UVXY at extremes), and sit in T‑bills otherwise, timed by RSI and a short‑term trend filter. Daily rebalanced.
Out-of-sample annualized return ~46% vs SPY ~19%, with Calmar ~1.53 and Sharpe ~1.15. A Nasdaq‑100 tactical, leveraged strategy that aims for strong upside and disciplined risk—though higher drawdowns (~30%) are possible vs ~19% for the S&P.
Designed to hold TQQQ through the RSI 30-40 range when coming out of the dip and hold SQQQ through the RSI 60-70 range when coming out of the rip. Plug in whatever symphony you want in the BIL slot at the bottom
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $22.2M | 2026-10-11 | |
| Backtest regulatory fees | $60k | 2026-10-11 | |
| Backtest slippage cost | $546k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, nasdaq-100, swing trading, tactical allocation, trend filter, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 54 | 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", "QQQ", "SQQQ", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 660 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 67.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 222k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 170.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -4.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.83% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 65.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
