Composer · investment strategy
by Composer Technologies · via Composer
A daily Nasdaq‑100 timing strategy that holds QQQ in calm times, but after sharp sell‑offs switches to leveraged long or inverse funds. It fades quick bounces by going inverse; otherwise, it bets on a rebound using leveraged long.
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 ()
4 of 5 funds in its are : QID, QLD, SQQQ, 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.
This is a daily switcher among QQQ and its leveraged cousins. - QQQ = big Nasdaq names (Apple, Google, Tesla, etc.). - TQQQ/QLD aim for about +3x/+2x QQQ’s daily move. - SQQQ/QID aim for about −3x/−2x QQQ’s daily move. Rules: 1) If QQQ fell >5% in 5 days: use 3x funds; if the last day jumped >1% pick SQQQ (fade the bounce), else TQQQ (rebound bet). 2) Else if QQQ fell >10% in 10 days: use 2x funds; if the last 2 days rose >2% pick QID, else QLD. 3) Otherwise hold QQQ. 100% in one fund; checked daily.
A daily Nasdaq‑100 timing strategy that holds QQQ in calm times, but after sharp sell‑offs switches to leveraged long or inverse funds. It fades quick bounces by going inverse; otherwise, it bets on a rebound using leveraged long.
Out-of-sample annualized return ~42% vs ~23% for the S&P, with Sharpe ~1.31 and Calmar ~1.26. It targets Nasdaq-100 upside via tactical leverage after drawdowns, accepting larger drawdowns (~33%), for risk-tolerant growth seekers.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-11 | |
| Backtest regulatory fees | $1,133 | 2026-10-11 | |
| Backtest slippage cost | $7,437 | 2026-10-11 |
| AI categories (Composer) | daily timing, drawdown-triggered, leveraged/inverse etfs, momentum/mean-reversion hybrid, nasdaq-100 focus | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 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[ "QID", "QLD", "QQQ", "SQQQ", "TQQQ" ] | 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) | 1.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 1,002 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.15% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 305.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 47.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 47.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.96 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.41% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.02% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
