Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based swing strategy for the Nasdaq: use a market stoplight to decide when to be long TQQQ, short via SQQQ, hedge with Treasuries/volatility, or rotate into the strongest big tech stocks. Very aggressive and high risk.
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.
7 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
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 ()
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 ()
6 of 16 funds in its are : QLD, SQQQ, TECL, TMF, 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.
Think of a stoplight for the market. First, if the S&P 500 is in a long‑term uptrend, we take risk; if not, we go defensive (either SQQQ = 3x short Nasdaq or EDV = long Treasuries).<br>In “risk‑on,” we check the Nasdaq’s short‑term trend. If it’s strong but overheated (RSI = a 0–100 “heat” meter), we briefly park in Treasuries (TMF) or volatility (UVXY). If it’s weak and washed‑out, we buy the dip using TQQQ or TECL (both 3x bulls). If it’s neither hot nor cold, we hold the strongest big tech/chip names (AAPL, MSFT, AMZN, NVDA, TSLA, AMD, TSM) based on very recent strength. Signals update daily.
A daily, rules-based swing strategy for the Nasdaq: use a market stoplight to decide when to be long TQQQ, short via SQQQ, hedge with Treasuries/volatility, or rotate into the strongest big tech stocks. Very aggressive and high risk.
Out-of-sample Nasdaq/tech strategy targets ~61.6% annualized return vs SPY ~22%, with Calmar ~1.65 vs ~1.18—strong risk-adjusted upside. Note higher drawdowns and levered positions.
JCB Mod on original framework by u/derecknielsen Modded by u/Hinnom_TX then modded by Garen Phillips. v0.2 reintroduced the overbought RSI test. v0.3 added "Buy the Dips Nasdaq". v0.4 improved shorting, overbought/oversold performance. "Even better QQQ" built with stacked cum return filters to buy higher percentages of top cum return.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9B | 2026-10-11 | |
| Backtest regulatory fees | $4.6M | 2026-10-11 | |
| Backtest slippage cost | $44.8M | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, momentum, nasdaq-100, risk-on/off, semiconductors, tactical, tech, treasuries, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 197 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "EDV", "MSFT", "NVDA", "QLD", "QQQ", "SPY", "SQQQ", "TECL", "TMF", "TQQQ", "TSLA", "TSM", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 902 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 125.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18960k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 458.78% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.70% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.67% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.70 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
