Composer · investment strategy
by Composer Technologies · via Composer
Stay 100% in QQQ by default. If a short‑term heat gauge (10‑day RSI of leveraged TQQQ) is extremely hot (>81), switch 100% to VXX to bet on a near‑term volatility spike.
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.
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% · 2026-10-19 ()
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 it checks TQQQ, a 3x version of the Nasdaq‑100 fund, as a heat gauge. It uses a 10‑day RSI (a 0–100 score of how fast price has risen vs fallen). If RSI > 81 (very hot), it moves 100% into VXX, a note that usually jumps when stocks drop. Otherwise it holds QQQ, a fund of the biggest Nasdaq stocks (Apple, Microsoft, Nvidia, etc.). No routine rebalancing; it only switches when the signal flips.
Stay 100% in QQQ by default. If a short‑term heat gauge (10‑day RSI of leveraged TQQQ) is extremely hot (>81), switch 100% to VXX to bet on a near‑term volatility spike.
Out-of-sample, this strategy aims for ~23.5% annualized return vs ~18.6% for the S&P, with solid risk control (Sharpe ~1.08; Calmar ~1.03). Default: QQQ; switch to VXX only on extreme RSI to capture volatility spikes and hedge risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $146k | 2026-10-19 | |
| Backtest regulatory fees | $57 | 2026-10-19 | |
| Backtest slippage cost | $492 | 2026-10-19 |
| AI categories (Composer) | nasdaq-100 exposure, rsi signal, tactical allocation, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "TQQQ", "VXX" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.25 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,199 | 2026-10-19 | |
| Out-of-sample length | 540 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 35.93% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1359% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.45% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 56.41% | ||
| Return, trailing 1 day (out-of-sample) | -2.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 week (out-of-sample) | -3.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.35% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.80% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.00% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | ||
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.02 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | ||
| Maximum drawdown, backtest period (backtest) | -35.12% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.77% | ||
| Sharpe ratio, backtest period (backtest) | 1.25 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Sortino ratio, backtest period (backtest) | 2.07 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 27.43% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.62% |
| Annualized turnover, backtest period (backtest) | 4.47 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.73 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.39% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.30% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
