Composer · investment strategy
by Composer Technologies · via Composer
A dial‑a‑risk, QQQ‑focused strategy: ease off with hedges (HIBS/VXX) when the market looks overheated, and add selective 2x/3x QQQ (QLD/TQQQ) when it looks washed out. Split into 10 slices and rebalanced daily for smooth, gradual shifts.
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 ()
3 of 5 funds in its are : HIBS, QLD, 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.
It watches a 14‑day “hot/cold” gauge (RSI) on QQQ (a fund tracking big tech in the Nasdaq‑100). The portfolio is split into 10 equal slices. When the gauge is very hot, slices move into crash‑protection: HIBS (rises when high‑risk stocks fall) and VXX (fear/volatility). When it’s cool/very cold, slices upgrade to QLD (2x) or TQQQ (3x). Otherwise it stays in QQQ. It rechecks daily and adjusts gradually.
A dial‑a‑risk, QQQ‑focused strategy: ease off with hedges (HIBS/VXX) when the market looks overheated, and add selective 2x/3x QQQ (QLD/TQQQ) when it looks washed out. Split into 10 slices and rebalanced daily for smooth, gradual shifts.
RSI-driven Nasdaq-100 strategy that tactically hedges or leverages to chase bigger upside. OOS: ~28.5% annualized return vs ~20.6% for the S&P; Sharpe ~1.33; Calmar ~1.24; max drawdown ~23% (vs ~19% SPY).
Success is scary. Let's hide from the scary market when we are way up.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $58k | 2026-10-11 | |
| Backtest regulatory fees | $43 | 2026-10-11 | |
| Backtest slippage cost | $245 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, hedged, k-1 free, leveraged etfs, nasdaq-100 focus, rsi-based timing, tactical, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 42 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "HIBS", "QLD", "QQQ", "TQQQ", "VXX" ] | 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) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,738 | 2026-10-11 | |
| Out-of-sample length | 834 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 29.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 484.76% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 129.43% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.93% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.25% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
