Composer · investment strategy
by Composer Technologies · via Composer
Daily, it toggles among 3x tech longs, an inverse Nasdaq fund, or Treasuries. Uses a 20-day trend check on QQQ plus simple hot/cold tests: fade short-term spikes, buy deep dips, or hide in bonds.
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.
0.0% 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% · 2026-10-19 ()
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 ()
3 of 7 funds in its are : PSQ, 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 checks the Nasdaq-100 (QQQ) vs its 20-day average. If above: after a 10-day >5.5% jump it briefly bets on a pullback (inverse QQQ). Else if the 3x Nasdaq fund fell >33% in ~3 months, it buys that dip; otherwise it parks in very-short Treasuries. If below: if QQQ looks very oversold (RSI, a 0-100 'hot/cold' score, <30) it tries a quick bounce with a 3x tech fund; else it holds the strongest of inverse QQQ or short/long Treasuries by 20-day RSI.
Daily, it toggles among 3x tech longs, an inverse Nasdaq fund, or Treasuries. Uses a 20-day trend check on QQQ plus simple hot/cold tests: fade short-term spikes, buy deep dips, or hide in bonds.
Out-of-sample upside is near the S&P (33.7% vs 34.1%), but with a much lower beta (~0.20) and a strong Calmar ~2.14. This strategy blends tactical tech exposure with bond hedges to pursue tech-led growth with risk control.
Six of my favorite symphonies that can be backtested to pre-covid times. Pick the five with the highest RSI and let'r rip.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.6M | 2026-10-19 | |
| Backtest regulatory fees | $19k | 2026-10-19 | |
| Backtest slippage cost | $159k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, inverse etf, leveraged etfs, nasdaq/tech focus, rsi-based, tactical rotation, treasuries, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 29 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "PSQ", "QQQ", "SHV", "TECL", "TLT", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 12 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,134 | 2026-10-19 | |
| Out-of-sample length | 376 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 45.36% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 46k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.70% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 53.36% | ||
| Return, trailing 1 day (out-of-sample) | 2.55% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.20% | ||
| Return, trailing 1 week (out-of-sample) | 6.58% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 35.69% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 27.32% | ||
| Return, trailing 2 weeks (out-of-sample) | 6.66% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 15.41% | ||
| SPY annualized return over the backtest window (backtest) | 14.12% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.54 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.14 | ||
| Maximum drawdown, backtest period (backtest) | -29.43% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.73% | ||
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Sortino ratio, backtest period (backtest) | 2.54 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.17 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 33.28% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.97% |
| Annualized turnover, backtest period (backtest) | 59.49 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.99 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 47.53% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 68.35% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
