Composer · investment strategy
by Composer Technologies · via Composer
Three-mode switch using TQQQ’s 2‑day RSI: buy high‑beta tech after sharp drops, short/hedge after sharp surges, otherwise hold QQQ. Uses 3× tech/semis ETFs and VIX products for punchy, tactical moves.
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) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
8 of 10 funds in its are : SOXL, SOXS, SQQQ, SVXY, TECL, TECS, 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.
It watches a 2‑day RSI (a 0–100 “speedometer” of how fast TQQQ moved). If RSI < 8 (washed out), it goes risk‑on: half QQQ and half split across 3× tech/semis (TQQQ, SOXL, TECL) plus SVXY (benefits when volatility falls). If RSI > 94 (very hot), it goes risk‑off: half VIXM and half in inverse 3× tech/semis (SQQQ, TECS, SOXS) and sometimes UVXY. Otherwise it stays in QQQ.
Three-mode switch using TQQQ’s 2‑day RSI: buy high‑beta tech after sharp drops, short/hedge after sharp surges, otherwise hold QQQ. Uses 3× tech/semis ETFs and VIX products for punchy, tactical moves.
Out-of-sample, this RSI-driven, three-mode strategy delivers ~22.9% annualized return vs the S&P’s ~19.8%, with a Calmar ~1.06. It tactically tilts among high-beta tech/semis and volatility hedges, offering higher upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $416k | 2026-10-11 | |
| Backtest regulatory fees | $1,534 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, market timing, momentum, rsi, semiconductors, swing, tactical, tech, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 112 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SOXL", "SOXS", "SQQQ", "SVXY", "TECL", "TECS", "TQQQ", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,760 | 2026-10-11 | |
| Out-of-sample length | 807 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.37% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4057% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 93.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.14% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.50% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.74% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.11% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
