Composer · investment strategy
by Composer Technologies · via Composer
Rides Nasdaq-100 uptrends with 3x TQQQ, steps to cash and long-vol when rallies get overheated, and in downtrends either buys an oversold rebound or holds a balanced pair of volatility funds to navigate market stress.
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 : SVXY, 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.
1) Check if TQQQ (3x Nasdaq-100) is above its 200‑day average. If yes: hold TQQQ, unless its 10‑day RSI is above 80 (too hot), then switch to 50% VIXY (fear spikes) and 50% BIL (T‑Bills).<br>2) If TQQQ is below its 200‑day average: if its 10‑day RSI is below 30 (washed out), buy TQQQ; otherwise hold 50% VIXM (mid‑term VIX) and 50% SVXY (inverse short‑term VIX).
Rides Nasdaq-100 uptrends with 3x TQQQ, steps to cash and long-vol when rallies get overheated, and in downtrends either buys an oversold rebound or holds a balanced pair of volatility funds to navigate market stress.
Out-of-sample, this strategy uses 3x Nasdaq-100 momentum with volatility hedges to outperform the S&P 500. Target: ~62% annualized return vs ~22%; Sharpe ~1.14; Calmar ~1.65; max drawdown ~37.6%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $48.3M | 2026-10-11 | |
| Backtest regulatory fees | $31k | 2026-10-11 | |
| Backtest slippage cost | $284k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical asset allocation, trend following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 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) | 0.94 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SVXY", "TQQQ", "VIXM", "VIXY" ] | 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) | 3.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 693 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 76.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 483k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 276.61% | 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) | 41.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.01% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
