Composer · investment strategy
by Composer Technologies · via Composer
Times tech using RSI extremes and a simple regime check. Buys TQQQ on dips, buys VIXY when markets look overheated; otherwise, holds TQQQ if Tech beats managed‑futures (KMLM), or splits into SQQQ + gold when defensive. High risk via 3× ETFs.
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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
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 ()
2 of 8 funds in its are : 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 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.
RSI(10) = 0–100 “speedometer” of recent price moves; >80 is very hot, <30 very cold. Tickers: QQQ=Nasdaq‑100; SPY=S&P 500; XLK=Tech; TQQQ=3× long QQQ; SQQQ=3× short QQQ; VIXY=volatility; GLD=gold; KMLM=managed‑futures. Rules: 1) If QQQ RSI>79 or SPY RSI>80 → buy VIXY. 2) Else if QQQ RSI<30 or SPY RSI<30 → buy TQQQ. 3) Else if XLK RSI>KMLM RSI → buy TQQQ; otherwise 50% SQQQ + 50% GLD.
Times tech using RSI extremes and a simple regime check. Buys TQQQ on dips, buys VIXY when markets look overheated; otherwise, holds TQQQ if Tech beats managed‑futures (KMLM), or splits into SQQQ + gold when defensive. High risk via 3× ETFs.
Out-of-sample, this strategy targets far higher upside (123.6% annualized) with strong risk-adjusted returns (Calmar 4.15; Sharpe ~1.97) vs the S&P. A tech-heavy RSI regime switch plus hedges (VIXY, GLD) aim for gains with volatility protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.0M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $94k | 2026-10-11 |
| AI categories (Composer) | gold, leveraged etfs, regime switch, rsi mean-reversion, short nasdaq, tactical timing, tech heavy, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 30 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "KMLM", "QQQ", "SPY", "SQQQ", "TQQQ", "VIXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 323 | 2026-10-11 | |
| Watchers | 100 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 376 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 217.07% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 80k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 123.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 233.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.03% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.85% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 68.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 68.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.10 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.05% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
