Composer · investment strategy
by Composer Technologies · via Composer
Times the market with simple trend and “oversold” signals. In uptrends it holds QQQ (big tech). In downtrends it buys TQQQ (3×) only on sharp selloffs; otherwise it toggles between QQQ on short-term strength and SHY bonds for safety.
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 ()
1 of 4 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.
Uses SPY (S&P 500) as a market-health gauge via moving averages (short-term vs long-term). If trend is up, hold QQQ (Nasdaq‑100; big tech tilt). If trend is down and QQQ is “washed out” (10‑day RSI, a 0–100 momentum gauge; <30 = oversold), take a rebound bet in TQQQ (3× QQQ). If not oversold: when SPY > its 31‑day average hold QQQ; otherwise sit in SHY (short‑term Treasuries). Rebalanced daily.
Times the market with simple trend and “oversold” signals. In uptrends it holds QQQ (big tech). In downtrends it buys TQQQ (3×) only on sharp selloffs; otherwise it toggles between QQQ on short-term strength and SHY bonds for safety.
Out-of-sample edge: 35.7% annualized return vs 22.4% S&P; Calmar ~1.10 shows strong risk-adjusted performance. A rules-based, tactical strategy that bets tech in uptrends and shifts to safety in downturns to outperform long-term.
This simple strategy beats the market and has less drawdown. 2x leverage added during oversold condition. Mod Backtested to 6/21/2006.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $437k | 2026-10-11 | |
| Backtest regulatory fees | $200 | 2026-10-11 | |
| Backtest slippage cost | $1,133 | 2026-10-11 |
| AI categories (Composer) | bond safety, daily rebalancing, leveraged etfs, nasdaq-100 focus, rsi dip-buying, tactical asset allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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[ "QQQ", "SHY", "SPY", "TQQQ" ] | 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) | 1.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 79 | 2026-10-11 | |
| Watchers | 57 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4273% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.70% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 218.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.57% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
