Composer · investment strategy
by Composer Technologies · via Composer
Daily Nasdaq‑100 tactic: short via PSQ when QQQ looks overheated (RSI>81); buy 3x TQQQ when washed out (RSI<30); otherwise follow a 20‑day trend (TQQQ if above it, else BIL T‑bills).
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 4 funds in its are : PSQ, 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.
Daily it checks QQQ, an ETF for the Nasdaq‑100 (big‑tech heavy). RSI is a 0–100 “heat” gauge of recent moves: high = overheated, low = washed‑out.<br>- If RSI > 81: buy PSQ (inverse QQQ) to fade a likely pullback.<br>- Else if RSI < 30: buy TQQQ (3x QQQ) for a rebound.<br>- Else: if TQQQ is above its 20‑day average, hold TQQQ; otherwise hold BIL (T‑bills). Main exposure: tech, plus comm services and consumer discretionary.
Daily Nasdaq‑100 tactic: short via PSQ when QQQ looks overheated (RSI>81); buy 3x TQQQ when washed out (RSI<30); otherwise follow a 20‑day trend (TQQQ if above it, else BIL T‑bills).
Out-of-sample edge: ~54% annualized return vs SPY ~22%, Calmar ~1.43. Nasdaq-heavy, regime-switch strategy aims for outsized upside. Expect higher drawdowns (~38%), but potential diversification and growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $24.7M | 2026-10-11 | |
| Backtest regulatory fees | $56k | 2026-10-11 | |
| Backtest slippage cost | $503k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, mean reversion + momentum, moving average, nasdaq-100, risk-on/risk-off, rsi, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 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", "PSQ", "QQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 716 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 247k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 241.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 3.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 3.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
