Composer · investment strategy
by Composer Technologies · via Composer
A timing strategy on the Nasdaq 100: buy leveraged tech on dips, hedge/short on overbought, otherwise ride the uptrend with QLD; step down to QQQ or cash-like BIL when trend weakens. Very high risk due to leveraged and volatility ETFs.
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 ()
5 of 7 funds in its are : QLD, SQQQ, TECL, 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.
It times the Nasdaq 100 (QQQ) using an RSI score (0–100 measure of how “hot” or “cold” recent moves are).<br>- Very hot: move defensive (UVXY=volatility fund; SQQQ=−3× Nasdaq).<br>- Very cold: buy aggressive tech (TQQQ=3× QQQ; TECL=3× tech).<br>- No extreme: follow trend—if QQQ is above a long-term average, hold QLD (2× QQQ); if not, step down to QQQ; if weak, park in T‑bills (BIL).
A timing strategy on the Nasdaq 100: buy leveraged tech on dips, hedge/short on overbought, otherwise ride the uptrend with QLD; step down to QQQ or cash-like BIL when trend weakens. Very high risk due to leveraged and volatility ETFs.
Out-of-sample annualized return ~52% vs ~18% for the S&P 500; Sharpe ~1.10; Calmar ~1.64. A Nasdaq-100 timing strategy with leveraged tech exposure and trend rules can deliver strong upside, but with larger drawdowns (~32% vs ~19%).
Most of the time strategy holds QLD. If some type of RSI is very high, hold UVXY or SQQQ, if RSI is very low, hold TQQQ and TECL. If market is moving sideways for months, hold QQQ. If QQQ is high (and the market is still moving sideways), switch to BIL.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $405.0M | 2026-10-11 | |
| Backtest regulatory fees | $375k | 2026-10-11 | |
| Backtest slippage cost | $3.6M | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, momentum & mean reversion, nasdaq/tech focus, rsi timing, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 44 | 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) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QLD", "QQQ", "SQQQ", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 579 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 103.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4050k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 161.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.66% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
