Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, risk-on/risk-off strategy built around 3x Nasdaq ETFs. It buys TQQQ on dips, steps aside or shorts when markets look overheated, and sometimes parks in long Treasuries or volatility. Heavy tilt to mega-cap tech and semis.
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.
7 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
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 ()
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 ()
6 of 16 funds in its are : QLD, SQQQ, TECL, 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.
1) Big trend check: if the S&P 500 (SPY) is above its 200‑day average, we’re “risk‑on”; if not, favor either short Nasdaq (SQQQ) or long Treasuries (EDV), based on which looks stronger.<br>2) In risk‑on, use RSI (a 0–100 hot/cold gauge) and recent drops to decide: buy TQQQ/TECL on sharp selloffs; shift to TMF/UVXY when things look too hot; otherwise hold TQQQ or a rotating basket of top mega‑cap tech. Uses 3x ETFs—big swings.
A rules-based, risk-on/risk-off strategy built around 3x Nasdaq ETFs. It buys TQQQ on dips, steps aside or shorts when markets look overheated, and sometimes parks in long Treasuries or volatility. Heavy tilt to mega-cap tech and semis.
Out-of-sample annualized return ~39.9% vs SPY ~18.6%; Calmar ~1.15. A risk-on/risk-off strategy with a 3x Nasdaq tilt and hedges (SQQQ, UVXY, TMF/EDV) aims to capture tech rallies while capping losses.
JCB Mod on original framework by u/derecknielsen Modded by u/Hinnom_TX then modded by Garen Phillips. v0.2 reintroduced the overbought RSI test. v0.3 added "Buy the Dips Nasdaq". v0.4 improved shorting, overbought/oversold performance. "Even better QQQ" built with stacked cum return filters to buy higher percentages of top cum return.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9B | 2026-10-11 | |
| Backtest regulatory fees | $4.6M | 2026-10-11 | |
| Backtest slippage cost | $44.1M | 2026-10-11 |
| AI categories (Composer) | bonds hedge, leveraged etfs, mega-cap tech rotation, momentum, nasdaq-100, risk-on/risk-off, shorting, tactical, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 197 | 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) | 0.38 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "EDV", "MSFT", "NVDA", "QLD", "QQQ", "SPY", "SQQQ", "TECL", "TMF", "TQQQ", "TSLA", "TSM", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 34 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 440 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 125.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18820k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.88% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.54% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.87% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
