Composer · investment strategy
by Composer Technologies · via Composer
A rules-based Nasdaq‑100 timer that rotates among TQQQ (triple‑leveraged up), SQQQ (triple‑leveraged down), or BIL (T‑Bills) using 200/50/3‑day moving averages and a volatility spike alarm from VIXY’s RSI (>70).
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 ()
2 of 5 funds in its are : 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.
What each is: TQQQ ≈ 3x up Nasdaq‑100; SQQQ ≈ 3x down; QQQ = regular Nasdaq‑100; VIXY = ETF that jumps when market fear (volatility) spikes; BIL = T‑Bills (cash‑like).<br>Rules: If TQQQ > 200‑day average (uptrend) hold TQQQ, unless VIXY’s RSI>70 (RSI is a 0–100 speed‑of‑move score; >70 = strong fear surge) — then use SQQQ. If TQQQ ≤ 200‑day: if its 3‑day average > 200‑day use SQQQ; else if QQQ > 50‑day use TQQQ; otherwise hold BIL.
A rules-based Nasdaq‑100 timer that rotates among TQQQ (triple‑leveraged up), SQQQ (triple‑leveraged down), or BIL (T‑Bills) using 200/50/3‑day moving averages and a volatility spike alarm from VIXY’s RSI (>70).
Out-of-sample, this Nasdaq‑100 rotation targets ~41.65% annualized return vs ~22% for the S&P 500, with risk controls and volatility filters that switch to SQQQ/BIL to protect capital while chasing upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.8M | 2026-10-11 | |
| Backtest regulatory fees | $1,918 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, nasdaq-100 timing, risk-on/risk-off, trend-following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 19 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SQQQ", "TQQQ", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,950 | 2026-10-11 | |
| Out-of-sample length | 711 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 45.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.65% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 167.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 2.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -12.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.13% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.96 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
