Composer · investment strategy
by Composer Technologies · via Composer
Rotates among 3x short Nasdaq (SQQQ), 3x biotech (LABU), or a tech-heavy mix (TQQQ plus big tech/semis) using a 5‑day drop test and a simple 10‑day “heat” gauge (RSI) to fade extremes and ride tech in normal conditions.
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.
9 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.
0.1% 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 ()
13.5% 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 11 funds in its are : LABU, SQQQ, 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
QQQ tracks the Nasdaq-100. TQQQ targets 3x QQQ’s daily move up; SQQQ targets 3x the inverse. LABU is 3x biotech. RSI is a 0–100 “heat” score (high=hot, low=cold). Rules: If QQQ fell >6% in 5 days, it mostly goes SQQQ (fade), unless extremely washed-out, then LABU. Otherwise: if very hot (RSI>80) SQQQ; if very cold (RSI<31) LABU; else hold TQQQ + big tech/semis.
Rotates among 3x short Nasdaq (SQQQ), 3x biotech (LABU), or a tech-heavy mix (TQQQ plus big tech/semis) using a 5‑day drop test and a simple 10‑day “heat” gauge (RSI) to fade extremes and ride tech in normal conditions.
Out-of-sample, this strategy delivers ~41% annualized return vs SPY ~19%, with Sharpe ~1.03. It carries higher drawdown (~47% vs SPY ~19%), but offers amplified upside when tech leads, through strategic rotation and leverage.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.6M | 2026-10-11 | |
| Backtest regulatory fees | $6,917 | 2026-10-11 | |
| Backtest slippage cost | $62k | 2026-10-11 |
| AI categories (Composer) | biotech, leveraged etfs, long/short switching, nasdaq-100, rsi/mean reversion, tactical rotation, tech-heavy | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 34 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "LABU", "MSFT", "NVDA", "QQQ", "SQQQ", "TQQQ", "TSLA", "TSM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,859 | 2026-10-11 | |
| Out-of-sample length | 643 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 79.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 76k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.71% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.61% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.36% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.14% | 2026-10-11 |
Collective2
Composer Technologies · Composer
