Composer · investment strategy
by Composer Technologies · via Composer
A daily, QQQ‑driven, high‑risk strategy. When QQQ looks overheated it shifts to VIXY (volatility). When it looks washed out it goes 3× long tech (TQQQ/TECL). Otherwise it trend‑follows with QLD/QQQ/PSQ based on moving averages.
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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
100.0% 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 ()
4 of 6 funds in its are : PSQ, QLD, 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.
Each day it watches QQQ (Nasdaq‑100).<br>1) If QQQ looks very “hot” by RSI—a 0–100 gauge of recent buying—on any of several lookbacks, it moves to VIXY (a volatility fund that jumps when markets drop).<br>2) If QQQ looks very “cold” (RSI low), it buys 3× tech bulls (TQQQ, TECL).<br>3) Otherwise it follows trend: above 150‑day average price → QLD (2×); above 30‑day average price → QQQ; else PSQ (inverse).
A daily, QQQ‑driven, high‑risk strategy. When QQQ looks overheated it shifts to VIXY (volatility). When it looks washed out it goes 3× long tech (TQQQ/TECL). Otherwise it trend‑follows with QLD/QQQ/PSQ based on moving averages.
Out-of-sample edge: Sharpe ~1.15 vs SPY ~1.10; OOS annualized return ~55% vs SPY ~18%; Calmar ~2.22 signals strong downside control for growth. Tech/Nasdaq tilt with volatility hedge; higher drawdown and beta imply higher risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $331.6M | 2026-10-19 | |
| Backtest regulatory fees | $365k | 2026-10-19 | |
| Backtest slippage cost | $3.5M | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, nasdaq/tech focus, rsi mean-reversion, tactical allocation, trend-following mas, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 50 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QLD", "QQQ", "TECL", "TQQQ", "VIXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.09 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-19 |
| Remixes (copies) | 20 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,970 | 2026-10-19 | |
| Out-of-sample length | 3,970 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 93.59% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3316k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 174.60% | ||
| Return, trailing 1 day (out-of-sample) | -5.04% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | ||
| Return, trailing 1 week (out-of-sample) | -6.34% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.31% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.59% | ||
| Return, trailing 2 weeks (out-of-sample) | -8.92% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.93% | ||
| SPY annualized return over the backtest window (backtest) | 14.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.53 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.22 | ||
| Maximum drawdown, backtest period (backtest) | -37.03% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.78% | ||
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Sortino ratio, backtest period (backtest) | 2.93 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 44.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.77% |
| Annualized turnover, backtest period (backtest) | 30.21 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.42 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.02% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
