Composer · investment strategy
by Composer Technologies · via Composer
A daily on/off switch for the Nasdaq: own JEPQ (income-focused Nasdaq fund) when conditions look healthy or stabilizing; own PSQ (inverse QQQ) when markets look overheated, fearful, or trending down. No leverage; aims to win in up and down swings.
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 ()
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% · 2026-10-11 ()
8 of 18 funds in its are : PSQ, SOXL, SPXL, SPXU, SQQQ, TQQQ, UPRO, UVXY
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 Income / dividends 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.
It flips daily between two funds:<br>- JEPQ: owns Nasdaq-100 stocks and sells call options (generates income, smoother but caps upside).<br>- PSQ: moves opposite QQQ (benefits when Nasdaq falls).<br>It reads “temperature” gauges: RSI (0–100 ‘too hot/too cold’ score), price vs long-term averages (trend), fear spikes (UVXY), bonds/dollar/commodities. If markets look healthy or stabilizing, it holds JEPQ; if overheated, breaking down, or fear jumps, it switches to PSQ.
A daily on/off switch for the Nasdaq: own JEPQ (income-focused Nasdaq fund) when conditions look healthy or stabilizing; own PSQ (inverse QQQ) when markets look overheated, fearful, or trending down. No leverage; aims to win in up and down swings.
Downside protection first: oos drawdown 12.84% vs SPY 18.76%, Calmar 1.58, Sharpe 1.18 vs 1.36. Annualized return ~20.31%—near the S&P but with notably lower risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44k | 2026-10-11 | |
| Backtest regulatory fees | $127 | 2026-10-11 | |
| Backtest slippage cost | $962 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etf, nasdaq 100, options income, tactical rotation, trend and mean‑reversion, volatility signals | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 322 | 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[ "BIL", "BSV", "DBC", "IEF", "JEPQ", "PSQ", "QQQ", "SOXL", "SPHB", "SPXL", "SPXU", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,094 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 342.82% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -12.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.23% | 2026-10-11 |
Collective2
Composer Technologies · Composer
