Composer · investment strategy
by Composer Technologies · via Composer
Mostly rides the Nasdaq‑100 with 3× leverage. After a fresh >5% drop, it goes to the sidelines—parking almost everything in cash/T‑Bills—and only tiptoes back in with a 2% position based on how turbulent the market looks.
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 4 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.
Each day: 1) Has QQQ (the Nasdaq‑100 ETF) fallen over 5% from a recent ~2‑week high? If no, hold 100% TQQQ (a 3× version of QQQ). If yes, enter “dip mode.” 2) Check SVXY (moves opposite market turbulence). If SVXY fell over the last week (turbulence high), put 2% in BIL (T‑Bills) and keep 98% in cash. If SVXY rose, put 2% in TQQQ and keep 98% in cash.
Mostly rides the Nasdaq‑100 with 3× leverage. After a fresh >5% drop, it goes to the sidelines—parking almost everything in cash/T‑Bills—and only tiptoes back in with a 2% position based on how turbulent the market looks.
Out-of-sample edge: 28.98% annualized return vs SPY’s 20.83%, with a disciplined risk-off after dips. Captures Nasdaq upside in calm regimes, but comes with larger drawdowns than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.6M | 2026-10-11 | |
| Backtest regulatory fees | $3,082 | 2026-10-11 | |
| Backtest slippage cost | $23k | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, daily rebalance, drawdown trigger, leveraged qqq, nasdaq-100, tactical allocation, volatility filter (svxy) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 17 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "SVXY", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,770 | 2026-10-11 | |
| Out-of-sample length | 544 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 48.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 36k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.98% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.38% | 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) | 7.54% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.54% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.73 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.17% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
