Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based plan that rides the Nasdaq‑100 (QQQ/TQQQ) in healthy trends, but shifts part or all into dollar/gold (UUP/GLD) or a brief volatility hedge (UVXY) when short‑term risk spikes. Uses 200‑day trend, RSI, and recent drops to decide.
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) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
5 of 9 funds in its are : SPXL, SQQQ, 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.
It tries to ride the Nasdaq‑100 (QQQ; or TQQQ for extra boost) when the overall market (SPY) sits above its long‑term average.<br>RSI (a 0–100 hot/cold score) and short‑term drops help spot extremes. If overheated or falling fast, it adds a small crash hedge (UVXY) or parks in UUP/GLD (dollar/gold).<br>In sharp stress (big 10‑day drawdowns), it mostly holds UUP/GLD.<br>Rebalances daily.
A daily, rules‑based plan that rides the Nasdaq‑100 (QQQ/TQQQ) in healthy trends, but shifts part or all into dollar/gold (UUP/GLD) or a brief volatility hedge (UVXY) when short‑term risk spikes. Uses 200‑day trend, RSI, and recent drops to decide.
Out-of-sample, this strategy targets higher upside with lower market sensitivity: 23.37% annualized return vs 21.20% for the S&P, beta ~0.47, and hedges in turmoil (dollar/gold and short-term volatility) for disciplined, growth-oriented diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $32.4M | 2026-10-11 | |
| Backtest regulatory fees | $91k | 2026-10-11 | |
| Backtest slippage cost | $862k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, nasdaq-100 focus, risk management, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 352 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SPXL", "SPY", "SQQQ", "TMF", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 327 | 2026-10-11 | |
| Watchers | 155 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,016 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 71.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 324k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 133.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -14.30% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -14.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.30% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.56 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
