Composer · investment strategy
by Composer Technologies · via Composer
Two equal sleeves “buy the dip” in U.S. stocks. If SPY or QQQ fell >10% over the last year, that sleeve switches to TQQQ (3× Nasdaq‑100) to bet on a rebound; otherwise it holds SPY and QQQ. Rebalanced 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.
2 positions as of 2026-10-19
: 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.
1.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 3 funds in its are : 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.
The portfolio is split into two equal halves and checked daily.<br>- Half 1 watches the S&P 500 (SPY).<br>- Half 2 watches the Nasdaq‑100 (QQQ).<br>If the index a half watches is down more than 10% over the past year, that half buys TQQQ (a fund aiming for 3× QQQ’s daily moves) to “buy the dip.” Otherwise it holds SPY or QQQ.
Two equal sleeves “buy the dip” in U.S. stocks. If SPY or QQQ fell >10% over the last year, that sleeve switches to TQQQ (3× Nasdaq‑100) to bet on a rebound; otherwise it holds SPY and QQQ. Rebalanced daily.
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted returns: annualized return ~25.1% vs ~20.8%, Sharpe ~1.24 vs ~1.18, Calmar ~1.47. Drawdown is slightly larger (~17.1% vs 16.2%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $252k | 2026-10-19 | |
| Backtest regulatory fees | $184 | 2026-10-19 | |
| Backtest slippage cost | $457 | 2026-10-19 |
| AI categories (Composer) | buy-the-dip, daily rebalance, large-cap growth tilt, leveraged etf (tqqq), nasdaq-100, s&p 500, trend/drawdown trigger, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPY", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 412 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 21.39% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2423% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.06% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.50% | ||
| Return, trailing 1 day (out-of-sample) | -1.80% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.68% | ||
| Return, trailing 1 week (out-of-sample) | -2.60% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.82% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.50% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.06% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.93% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.71 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | ||
| Maximum drawdown, backtest period (backtest) | -29.92% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.10% | ||
| Sharpe ratio, backtest period (backtest) | 0.99 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | ||
| Sortino ratio, backtest period (backtest) | 1.51 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.64% |
| Annualized turnover, backtest period (backtest) | 1.35 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.93% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.34% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
