Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based switcher around the Nasdaq: buy 3x long (TQQQ) on deep weakness, use 3x short (SQQQ) when overheated, and otherwise rotate into the strongest YieldMax income ETF linked to AAPL/MSFT/NVDA/TSLA.
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%)
No funds · not identified: MSFO 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 7 funds in its are : 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.
Each day it looks at the Nasdaq‑100 (QQQ). If QQQ fell >6% in 5 days, it buys TQQQ (3x long Nasdaq) only when it’s very “cold” (low 10‑day RSI, a 0–100 hot/cold gauge); otherwise it hedges with SQQQ (3x short). If no big dip: when QQQ is very hot it hedges (SQQQ), when very cold it buys (TQQQ), else it holds the strongest YieldMax income ETF tied to AAPL/MSFT/NVDA/TSLA (APLY/MSFO/NVDY/TSLY; options on those stocks for high income, capped upside). These are aggressive, short‑term funds.
A daily, rules‑based switcher around the Nasdaq: buy 3x long (TQQQ) on deep weakness, use 3x short (SQQQ) when overheated, and otherwise rotate into the strongest YieldMax income ETF linked to AAPL/MSFT/NVDA/TSLA.
Out-of-sample returns ~21.9% vs S&P ~22.5%, with Nasdaq-led rotation plus an income overlay. Aims for meaningful upside on dips with hedges, but carries higher drawdowns (~51% vs ~19%), so it's a bold, active risk-managed tilt.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19k | 2026-10-11 | |
| Backtest regulatory fees | $82 | 2026-10-11 | |
| Backtest slippage cost | $435 | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs (3x long/short), momentum, nasdaq-100, options‑income etfs, rsi mean‑reversion, tactical rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 29 | 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[ "APLY", "MSFO", "NVDY", "QQQ", "SQQQ", "TQQQ", "TSLY" ] | 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) | 1.66 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 743 | 2026-10-11 | |
| Out-of-sample length | 724 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 94.20% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.88% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -6.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -6.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 24.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.28% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
