Composer · investment strategy
by Composer Technologies · via Composer
A QQQ‑focused, dial‑a‑risk plan: hedge with VIX funds when QQQ looks overheated, add 2x/3x QQQ when it’s beaten up, and otherwise just hold QQQ. Simple heat gauge (0–100) drives the switches; checked 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.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 : QLD, 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 watches a simple 0–100 “speedometer” of QQQ (Nasdaq‑100 big tech) over ~2 weeks (RSI).<br>- Very high: shift 10–50% into VIXY/UVXY (funds that jump when market fear spikes).<br>- Very low: add QLD/TQQQ (2x/3x QQQ) up to ~50%.<br>- Middle: hold QQQ. Rebalanced daily.
A QQQ‑focused, dial‑a‑risk plan: hedge with VIX funds when QQQ looks overheated, add 2x/3x QQQ when it’s beaten up, and otherwise just hold QQQ. Simple heat gauge (0–100) drives the switches; checked daily.
Out-of-sample edge: about 28.7% annual return vs ~20.4% for the S&P, Sharpe ~1.32, Calmar ~1.25. Nasdaq-100 tilt with volatility hedges and selective leverage aims for higher upside with disciplined risk.
Success is scary. Let's hide from the scary market when we are way up.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $360k | 2026-10-11 | |
| Backtest regulatory fees | $236 | 2026-10-11 | |
| Backtest slippage cost | $1,771 | 2026-10-11 |
| AI categories (Composer) | contrarian, daily rebalancing, leveraged etfs, nasdaq-100 focus, risk-on/risk-off, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 42 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QLD", "QQQ", "TQQQ", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 799 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3505% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.88% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.35% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.81% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
