Composer · investment strategy
by Composer Technologies · via Composer
A Nasdaq‑100 tactical plan that dials between 3x, 2x, unlevered QQQ, or cash based on three checks: was there a recent 10% drop, is price above its 200‑day average, and how big the last ~10‑month gain has been.
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 2026-10-11
: 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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
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 ()
2 of 4 funds in its are : QLD, 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 Capital preservation 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.
What it trades: QQQ (Nasdaq‑100), TQQQ (3x QQQ), QLD (2x QQQ), BIL (T‑bills).<br>Key measures (≈10 months = 200 trading days): 200‑day average = average price; Cumulative return = % change; Max drawdown = worst drop from a high.<br>Rules:<br>• If QQQ fell >10% recently: if price is back above its 200‑day average, use TQQQ until the 200‑day gain >40%, then step down to QLD. If still below the average, hold QQQ, but after a small rebound (>5% 200‑day gain) move to BIL.<br>• If no recent 10% drop: use TQQQ until the 200‑day gain >15%, then step down to QLD.
A Nasdaq‑100 tactical plan that dials between 3x, 2x, unlevered QQQ, or cash based on three checks: was there a recent 10% drop, is price above its 200‑day average, and how big the last ~10‑month gain has been.
Out-of-sample: Nasdaq-100 strategy aims for ~36% annualized return vs ~17% for the S&P 500, with Calmar ~0.92. It uses 3x/2x leverage and crash filters to ride rallies, but expect larger drawdowns (~39%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7M | 2026-10-11 | |
| Backtest regulatory fees | $2,587 | 2026-10-11 | |
| Backtest slippage cost | $18k | 2026-10-11 |
| AI categories (Composer) | crash filter, leveraged etfs, momentum, nasdaq-100, risk management, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "BIL", "QLD", "QQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 567 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 42.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.26% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.30% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.29% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 15.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
