Composer · investment strategy
by Composer Technologies · via Composer
Rides Nasdaq‑100 uptrends with TQQQ, but when RSI or VIX signals say “too hot/jumpy,” it hedges or flips to inverse/defensive funds (PSQ/SQQQ/BTAL/VXX). A bond‑vs‑tech signal decides when to go risk‑off. Daily rebalanced.
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.
3 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%)
2 funds (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 ()
6 of 14 funds in its are : PSQ, SOXL, SOXS, SQQQ, 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 Macro signals 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.
Daily, rules-based tech tilt. It prefers TQQQ (a 3x fund tied to the Nasdaq‑100) when things are calm. It uses RSI (a 0–100 “heat gauge” of recent price moves): if TQQQ/semis look overheated, or if volatility (VIX funds VIXY/VIXM) jumps, it rotates to safer picks—QQQ (no leverage), PSQ/SQQQ (rise when Nasdaq falls), BTAL (defensive), VXX (volatility), or SOXS (bearish semis). A bond‑vs‑tech check (IEF vs PSQ) decides risk‑on vs defensive mix. Rebalanced daily.
Rides Nasdaq‑100 uptrends with TQQQ, but when RSI or VIX signals say “too hot/jumpy,” it hedges or flips to inverse/defensive funds (PSQ/SQQQ/BTAL/VXX). A bond‑vs‑tech signal decides when to go risk‑off. Daily rebalanced.
Dynamic Nasdaq-100 strategy targeting outsized gains: OOS annualized return ~41.97% vs S&P ~23.07%, with RSI/volatility hedges to ride uptrends and defend spikes. Expect larger drawdowns (~37.92% vs ~18.76%) and lower Sharpe (~1.09 vs ~1.44).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.2M | 2026-10-11 | |
| Backtest regulatory fees | $13k | 2026-10-11 | |
| Backtest slippage cost | $105k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, mean-reversion, nasdaq-100 focus, risk-on/risk-off, tactical, volatility-aware | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 205 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.76 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "BTAL", "IEF", "PSQ", "QQQ", "SOXL", "SOXS", "SPHB", "SQQQ", "TECL", "TQQQ", "VIXM", "VIXY", "VXX" ] | 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) | 1.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,183 | 2026-10-11 | |
| Out-of-sample length | 747 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 94.68% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 32k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 183.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -12.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -12.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 48.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.28 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.96% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
