Composer · investment strategy
by Composer Technologies · via Composer
Tactical QQQ strategy: buy 3× bulls after big down days, buy 3× bears after big up days, with small hedges; otherwise hold QQQ with simple trend/overbought‑oversold rules. High risk due to leveraged and volatility funds.
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 ()
8 of 13 funds in its are : LABD, LABU, PSQ, SOXL, SOXS, SQQQ, TQQQ, UVXY
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.
84% invested, 16% cash. It’s a “1-day mean‑reversion” system around QQQ (Nasdaq‑100). After huge drops, it buys one 3× bull fund in tech/semis/biotech that looks most beaten‑down and pairs it with a small hedge (volatility, dollar, or T‑bills). After huge spikes, it buys one 3× bear fund plus some T‑bills. On normal days, it mostly holds QQQ with simple trend/overbought‑oversold guardrails. RSI is a 0–100 “speedometer” of recent moves.
Tactical QQQ strategy: buy 3× bulls after big down days, buy 3× bears after big up days, with small hedges; otherwise hold QQQ with simple trend/overbought‑oversold rules. High risk due to leveraged and volatility funds.
Out-of-sample: ~41.4% annualized return vs S&P ~22%, Calmar ~1.37, Sharpe ~1.28. Higher upside from 1-day mean-reversion and hedges, with larger drawdowns (~30% vs ~19% for the S&P) but improved long-run reward potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.8M | 2026-10-11 | |
| Backtest regulatory fees | $8,129 | 2026-10-11 | |
| Backtest slippage cost | $69k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, nasdaq-focused, tactical, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 100 | 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[ "LABD", "LABU", "PSQ", "QQQ", "SHY", "SOXL", "SOXS", "SPY", "SQQQ", "TQQQ", "UUP", "UVXY", "VIXM" ] | 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) | 1.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,854 | 2026-10-11 | |
| Out-of-sample length | 994 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 48k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 292.97% | 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) | 38.38% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.11% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
