Composer · investment strategy
by Composer Technologies · via Composer
A daily bear‑market tactic using QQQ as a guide: fade sharp rallies with PSQ, buy deep selloffs with 3× tech funds (TQQQ/TECL), or sit in Treasuries (SHV/BSV/TLT), picking the strongest defensive choice when no bounce setup appears.
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.
0.0% 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. : 100% · 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 ()
3 of 7 funds in its are : PSQ, TECL, 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.
Checks daily using QQQ (Nasdaq‑100 ETF). 20‑day avg = recent avg price. RSI (0–100) = balance of up vs down days; <30 = very sold off.<br>If QQQ > 20‑day avg: 10‑day gain >5.5% → short via PSQ; else if TQQQ (3× QQQ) fell >33% in ~3 mo → buy TQQQ; else → SHV (cash‑like).<br>If QQQ ≤ 20‑day avg: RSI<30 → buy TECL (3× tech); else if TQQQ fell >33% → buy TQQQ; else → strongest of PSQ (short QQQ), BSV (short‑term bonds), or TLT (long Treasuries).
A daily bear‑market tactic using QQQ as a guide: fade sharp rallies with PSQ, buy deep selloffs with 3× tech funds (TQQQ/TECL), or sit in Treasuries (SHV/BSV/TLT), picking the strongest defensive choice when no bounce setup appears.
Out-of-sample return: 25.5% vs S&P 21.3%; Calmar ~1.07 signals solid risk-adjusted upside. A regime-aware mix of leveraged rebounds and defensive bets aims for higher growth with disciplined risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.3M | 2026-10-11 | |
| Backtest regulatory fees | $19k | 2026-10-11 | |
| Backtest slippage cost | $157k | 2026-10-11 |
| AI categories (Composer) | bear market, daily rebalancing, leveraged etfs, nasdaq-100, tactical, treasuries, trend and mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 29 | 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[ "BSV", "PSQ", "QQQ", "SHV", "TECL", "TLT", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 56 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,128 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 43k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.32% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.25% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 69.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
