Composer · investment strategy
by Composer Technologies · via Composer
A daily swing system for the Nasdaq: buy 3x long (TQQQ) when it’s washed‑out, short 3x (SQQQ) when it’s overheated or after sharp bounces, short S&P 500 (SPXU) when volatility spikes, otherwise hold the strongest YieldMax single‑stock income ETF.
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 ()
3 of 10 funds in its are : SPXU, 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.
Every day it checks simple “hot/cold” signals. If QQQ (Nasdaq‑100) fell >6% in 5 days, it buys TQQQ (3x QQQ) only when it’s very cold; otherwise it shorts via SQQQ (−3x), especially after a >5% 1‑day pop. If no big dip: buy TQQQ when QQQ is cold (RSI<31), short via SQQQ when hot (RSI>80). If neither, and VIXM (volatility) is hot, short the S&P 500 via SPXU; else hold the strongest YieldMax income ETF tied to AAPL/MSFT/NVDA/TSLA/XOM. RSI = 0–100 heat score.
A daily swing system for the Nasdaq: buy 3x long (TQQQ) when it’s washed‑out, short 3x (SQQQ) when it’s overheated or after sharp bounces, short S&P 500 (SPXU) when volatility spikes, otherwise hold the strongest YieldMax single‑stock income ETF.
Out-of-sample edge: ~26.8% annualized return vs ~22.3% for the S&P, with a Nasdaq tilt and tactical hedges. Higher upside, Sharpe ~0.77, but be ready for larger drawdowns (up to ~47%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $22k | 2026-10-11 | |
| Backtest regulatory fees | $84 | 2026-10-11 | |
| Backtest slippage cost | $450 | 2026-10-11 |
| AI categories (Composer) | income etfs, leveraged etfs, momentum & mean‑reversion, nasdaq‑focused, tactical rotation, volatility signal | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 34 | 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", "SPXU", "SQQQ", "TQQQ", "TSLY", "VIXM", "XOMO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 739 | 2026-10-11 | |
| Out-of-sample length | 718 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.71% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 119.55% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.73% | 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) | 4.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 4.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 25.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
