Composer · investment strategy
by Composer Technologies · via Composer
Buys Nasdaq-100 on dips: if QQQ looks oversold (30‑day RSI < 40), buy QQQ—use 3× TQQQ only when the long‑term trend is up. Otherwise hold SPY. Rebalanced daily; concentrated tech exposure during dips, broader market otherwise.
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 3 funds in its are : 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 Leveraged ETFs 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, check QQQ’s 30‑day “RSI” score, a 0–100 gauge of recent price weakness/strength. Below 40 means it’s been weak (a dip).<br>- If RSI < 40: check QQQ’s long‑term trend (is the 100‑day average price above the 200‑day?). If yes, buy TQQQ (a 3× version of QQQ). If not, buy QQQ.<br>- If RSI ≥ 40: hold SPY.<br>- Only one ETF is held at a time.
Buys Nasdaq-100 on dips: if QQQ looks oversold (30‑day RSI < 40), buy QQQ—use 3× TQQQ only when the long‑term trend is up. Otherwise hold SPY. Rebalanced daily; concentrated tech exposure during dips, broader market otherwise.
Out-of-sample, this strategy targets Nasdaq dips with a trend filter, delivering ~35.7% annualized return vs ~26.0% for the S&P 500; uses leverage only in uptrends for higher upside with disciplined risk.
Longer backtest: https://testfol.io/tactical?s=aKW8rfelzgY
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $512k | 2026-10-19 | |
| Backtest regulatory fees | $371 | 2026-10-19 | |
| Backtest slippage cost | $2,185 | 2026-10-19 |
| AI categories (Composer) | equities-only, etfs, leveraged etfs, mean reversion, tactical allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 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[ "QQQ", "SPY", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 402 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 26.66% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 5024% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.78% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 week (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.89% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.82% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.89 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | ||
| Maximum drawdown, backtest period (backtest) | -30.04% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.89% | ||
| Sharpe ratio, backtest period (backtest) | 1.05 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | ||
| Sortino ratio, backtest period (backtest) | 1.87 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.45% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.21% |
| Annualized turnover, backtest period (backtest) | 5.65 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.13 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.34% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.98% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
