Composer · investment strategy
by Composer Technologies · via Composer
A tactical “fade the extremes” system keyed off QQQ’s 1‑day moves: buy the most beaten‑down 2x fund after big drops, short the most overbought 2x inverse after big pops, and otherwise hold QQQ with a trend/heat check and small Treasury hedges at extremes.
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) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-11 ()
0.0% 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 ()
7 of 11 funds in its are : PSQ, QID, QLD, SSG, TWM, USD, UWM
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.
It watches QQQ’s 1‑day jump or drop. Big drops: buy ONE 2x bull fund (QLD=Nasdaq‑100, USD=semis, UWM=small caps) that looks most “washed out” by a short-term strength gauge (RSI). Big pops: short via ONE 2x inverse (QID/SSG/TWM) that looks most “stretched.” The biggest extremes add ~30% in BIL/SHY (Treasuries) for ballast. If moves aren’t extreme, it holds QQQ with a simple trend check (SPY vs 200‑day) and short-term “too hot/too cold” checks that can briefly flip to PSQ or bonds.
A tactical “fade the extremes” system keyed off QQQ’s 1‑day moves: buy the most beaten‑down 2x fund after big drops, short the most overbought 2x inverse after big pops, and otherwise hold QQQ with a trend/heat check and small Treasury hedges at extremes.
Out-of-sample edge: higher risk-adjusted returns vs S&P 500—oos Sharpe ~1.67 vs ~1.33; annualized ~45.8% vs ~20.7%—via tactical fades and Treasury hedges. Drawdown ~24% vs ~19%.
Orignal by Garen | Modified by okhi2u to use 2x instead of 3x LETFs for even further backtesting of the general strategy. Also removed VOL hedges and put BIL.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.7M | 2026-10-11 | |
| Backtest regulatory fees | $13k | 2026-10-11 | |
| Backtest slippage cost | $108k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, mean reversion, nasdaq-100, semiconductors, small caps, t-bill/treasury hedges, tactical, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 84 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QID", "QLD", "QQQ", "SHY", "SPY", "SSG", "TWM", "USD", "UWM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 35 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 980 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 67k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 333.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.02% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.83 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
