Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven swing strategy on the Nasdaq‑100. It blends trend checks and overbought/oversold signals to switch among leveraged QQQ funds, volatility ETFs, and Treasuries, aiming to ride trends, buy dips, and sell volatility in crashes.
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)
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 ()
4 of 6 funds in its are : SQQQ, SVXY, 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.
QQQ = Nasdaq‑100 (big tech). RSI (0–100) gauges how hot/cold the last 10 days were. 5/50/200‑day averages show short/medium/long trends. TQQQ/SQQQ ≈ 3× up/down QQQ. UVXY jumps when volatility spikes; SVXY rises when it fades; TLT = long US Treasuries.<br>Daily: read QQQ’s trend and RSI. In bull/sideways, buy TQQQ after dips, briefly use SQQQ after pops, or sit in TLT. In sharp drops or deep bears, play volatility (SVXY/UVXY) and rotate to QQQ or TLT as heat cools.
A daily, rules‑driven swing strategy on the Nasdaq‑100. It blends trend checks and overbought/oversold signals to switch among leveraged QQQ funds, volatility ETFs, and Treasuries, aiming to ride trends, buy dips, and sell volatility in crashes.
High upside potential: out-of-sample annual return ~30.4% vs ~18.2% for the S&P, backed by Nasdaq-100 leadership and disciplined trend/volatility rules. Note: higher drawdowns; suitable for investors who can tolerate more risk for bigger growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $124.3M | 2026-10-11 | |
| Backtest regulatory fees | $208k | 2026-10-11 | |
| Backtest slippage cost | $2.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, nasdaq-100 timing, tactical allocation, treasuries, trend + mean reversion, volatility etps | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 58 | 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[ "QQQ", "SQQQ", "SVXY", "TLT", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,726 | 2026-10-11 | |
| Out-of-sample length | 575 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 89.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1243k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.30% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.56 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
