Composer · investment strategy
by Composer Technologies · via Composer
Buys 3× QQQ on deep dips, shifts to a volatility hedge when QQQ looks overheated, otherwise sits in the calmest of staples, quality bonds, or QQQ. Signals come from QQQ’s 10‑day RSI. One ETF at a time; checked daily.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 5 funds in its are : 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 it checks QQQ (Nasdaq‑100 tech giants) with a 10‑day RSI—a 0–100 “speedometer” of how fast price has moved.<br>If very hot (>79), it goes defensive in VXX (tends to rise when stocks drop).<br>If very cold (<=28), it buys TQQQ (3× QQQ) to bet on a rebound.<br>Otherwise it holds the least‑hot of XLP (consumer‑staples stocks), IGLB (quality long corporate bonds), or QQQ. One holding; rebalanced daily.
Buys 3× QQQ on deep dips, shifts to a volatility hedge when QQQ looks overheated, otherwise sits in the calmest of staples, quality bonds, or QQQ. Signals come from QQQ’s 10‑day RSI. One ETF at a time; checked daily.
Out-of-sample return 23.65% vs S&P 23.07%, with Calmar 2.16 signaling strong drawdown protection. Slightly higher max drawdown (~11%), but tactical hedges and rapid rotations deliver superior risk-adjusted growth.
Simple over bought short, oversold long, else safety. V0.0 1999 OmMmeWyyAu0IRN2yOP6k V0.1 2007 kiDeuru1YyelQwScxY3w V0.2 2010 ypiH4gUExgUl2DVUOIDE V0.3 2011 lTlcbW9weIiYvck3qK1j
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $633k | 2026-10-19 | |
| Backtest regulatory fees | $2,984 | 2026-10-19 | |
| Backtest slippage cost | $25k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, defensive rotation, leveraged etfs, rsi extremes, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "IGLB", "QQQ", "TQQQ", "VXX", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,199 | 2026-10-19 | |
| Out-of-sample length | 343 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 60.81% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6227% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.65% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.94% | ||
| Return, trailing 1 day (out-of-sample) | -2.52% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.15% | ||
| Return, trailing 1 week (out-of-sample) | 1.10% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.51% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 26.21% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.15% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.40% | ||
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.89 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.16 | ||
| Maximum drawdown, backtest period (backtest) | -21.04% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.92% | ||
| Sharpe ratio, backtest period (backtest) | 1.70 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | ||
| Sortino ratio, backtest period (backtest) | 3.87 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.59% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.79% |
| Annualized turnover, backtest period (backtest) | 68.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.18 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.75% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.48% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
