Composer · investment strategy
by Composer Technologies · via Composer
Times the Nasdaq‑100 using RSI extremes and trend checks. At extremes: 3x short if too hot, 3x long if too cold. Otherwise blends 1x/2x/3x QQQ or T‑bills across three trend horizons.
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.
0.2% 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. : 99% · 2026-10-11 ()
32.2% 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 ()
3 of 5 funds in its are : QLD, 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.
QQQ (Nasdaq‑100) is the thermometer. RSI is a 0–100 “heat meter” of recent moves: very hot (≥73) → go short with SQQQ (3x inverse QQQ). Very cold (≤27) → buy TQQQ (3x long) for a bounce. Otherwise, split the portfolio into 3 equal parts and check trends: if short‑term is up → TQQQ; if medium‑term is up → QLD (2x); if long‑term is up → QQQ (1x). Any part not trending parks in BIL (T‑bills).
Times the Nasdaq‑100 using RSI extremes and trend checks. At extremes: 3x short if too hot, 3x long if too cold. Otherwise blends 1x/2x/3x QQQ or T‑bills across three trend horizons.
Dynamic Nasdaq-100 timing with RSI extremes and trend sleeves; OOS: ~18.3% annualized returns, beta ~1, but higher drawdowns and lower Sharpe than SPY—offers portfolio diversification and a distinct risk profile.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $90k | 2026-10-11 | |
| Backtest regulatory fees | $382 | 2026-10-11 | |
| Backtest slippage cost | $2,123 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, nasdaq-100 timing, rsi + moving averages, tactical risk-on/risk-off, trend-following + mean-reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 22 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.73 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QLD", "QQQ", "SQQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 819 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 14.10% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 796.70% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 72.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.25% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.62% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -14.57% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -14.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.42% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.26% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.05% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
