Composer · investment strategy
by Composer Technologies · via Composer
A tactical switcher on Nasdaq swings: 3× long when oversold, 3× short when overheated; during sharp drops it shifts to leveraged gold miners + long Treasuries; otherwise it holds broad U.S. stocks (SPY).
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
4 of 6 funds in its are : NUGT, SQQQ, TMF, 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.
It watches QQQ (the Nasdaq‑100, heavy in big tech). RSI is a short‑term “hot/cold” gauge: low = washed out, high = overheated.<br>- If 10‑day RSI ≤ 35 (oversold), buy TQQQ (3× long Nasdaq).<br>- Else if RSI ≥ 80 (overbought), buy SQQQ (3× short Nasdaq).<br>- Else if QQQ fell >5% from a recent high in 5 days, hold NUGT (2× gold miners) + TMF (3× long Treasuries), tilted toward the steadier one (inverse‑vol, 25 days).<br>- Else hold SPY (broad U.S. stocks). Leveraged funds are very volatile.
A tactical switcher on Nasdaq swings: 3× long when oversold, 3× short when overheated; during sharp drops it shifts to leveraged gold miners + long Treasuries; otherwise it holds broad U.S. stocks (SPY).
Out-of-sample edge: 32.68% vs 22.37% S&P annualized return, with Calmar ~1.02 for solid risk‑adjusted upside. Nasdaq-driven swings are larger (higher beta), but the strategy uses risk controls to protect during drawdowns.
Based on "Oversold QQQ Volatility Switch", https://app.composer.trade/symphony/n0aUglkzylJELKPaA0nw/details
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $976k | 2026-10-11 | |
| Backtest regulatory fees | $1,927 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, multi-asset, risk switch, tactical allocation, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "NUGT", "QQQ", "SPY", "SQQQ", "TMF", "TQQQ" ] | 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) | 1.58 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,957 | 2026-10-11 | |
| Out-of-sample length | 949 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9665% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 190.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.88% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.71% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
