Composer · investment strategy
by Composer Technologies · via Composer
Buys 3× Nasdaq after weekly dips, unless a big one‑day bounce just happened. Otherwise runs a simple risk‑on/risk‑off mix of Treasuries, tech, financials, gold, dollar, and volatility, sized by recent calmness. Uses leveraged ETFs; expect big swings.
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.
4 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.
0.1% of weight in (IVV: 3.0%)
3 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. : 99% · 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 ()
4 of 7 funds in its are : FAS, TMF, 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.
If QQQ (big‑tech index) fell >5% in 5 days, buy TQQQ (a 3× QQQ) to play a rebound—unless TQQQ already jumped >5% today; then use the backup model.<br>Backup model: If QQQ just had a sharp 10‑day drop, hold a mix of GLD (gold), TMF (long Treasuries), UUP (US dollar), UVXY (volatility), and FAS (financials), giving more to the calmer ones.<br>Else, if Treasuries also plunged, stay defensive. Otherwise, go risk‑on with TMF, TQQQ, and FAS, again favoring the steadier one.
Buys 3× Nasdaq after weekly dips, unless a big one‑day bounce just happened. Otherwise runs a simple risk‑on/risk‑off mix of Treasuries, tech, financials, gold, dollar, and volatility, sized by recent calmness. Uses leveraged ETFs; expect big swings.
Out-of-sample annualized return 24.3% vs S&P 21.8%, with higher upside from tactical leverage (TQQQ) and a smart risk-on/risk-off mix. Expect more volatility and larger drawdowns, but potentially stronger long-term growth than the S&P 500.
This Symphony combines Buy the Dips w/ The Not Boring.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $3,182 | 2026-10-11 | |
| Backtest slippage cost | $23k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, drawdown filters, inverse-vol weighting, leveraged etfs, macro hedging, risk-parity, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 64 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "GLD", "QQQ", "TMF", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 66 | 2026-10-11 | |
| Watchers | 42 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,730 | 2026-10-11 | |
| Out-of-sample length | 912 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.66% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 119.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -6.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -4.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -4.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.06% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.65 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
