Composer · investment strategy
by Composer Technologies · via Composer
Daily “buy the dip” in either Nasdaq 100 or S&P 500 using 3x ETFs (TQQQ/SPXL) after a 5‑day drop >5%. Skip entries after a >5% one‑day pop. When no clean dip, hold conservative bond funds (BSV, MUB).
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.
3 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%)
2 funds (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. : 94% · 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 ()
2 of 6 funds in its are : SPXL, 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.
Each day the strategy looks for a sharp 5‑day drop (>5%).<br>- If the Nasdaq 100 (QQQ) dipped, buy TQQQ (3x Nasdaq) unless TQQQ jumped >5% today; if it did, only buy SPXL (3x S&P 500) when SPY also dipped and SPXL didn’t jump >5% today—else hold bonds (BSV+MUB).<br>- If no Nasdaq dip, but the S&P 500 (SPY) dipped, buy SPXL unless it jumped >5% today; else bonds.
Daily “buy the dip” in either Nasdaq 100 or S&P 500 using 3x ETFs (TQQQ/SPXL) after a 5‑day drop >5%. Skip entries after a >5% one‑day pop. When no clean dip, hold conservative bond funds (BSV, MUB).
Similar long-run upside (~19.9%/yr) to the S&P 500, but with a disciplined dip-entry and bond ballast that can help manage risk. A transparent, rules-based path to post-dip rebounds and diversified exposure.
Modified version of "Buy the Dips Nasdaq: 100" with investing in leveraged S&P500 (SPXL) when Nasdaq does not meet the criteria to invest leveraged Nasdaq (TQQQ).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $193k | 2026-10-11 | |
| Backtest regulatory fees | $483 | 2026-10-11 | |
| Backtest slippage cost | $1,714 | 2026-10-11 |
| AI categories (Composer) | bonds, buy-the-dip, leveraged etfs, momentum filter, risk-on/risk-off, tactical asset allocation, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 32 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "MUB", "QQQ", "SPXL", "SPY", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 34 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,189 | 2026-10-11 | |
| Out-of-sample length | 1,062 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 19.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1833% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 115.06% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.63% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.83 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.36% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
