Composer · investment strategy
by Composer Technologies · via Composer
A daily switcher between QQQ (Nasdaq‑100) and PSQ (its −1× inverse). Uses SPY’s 200‑day trend plus short‑term “heat/cold” (RSI) from leveraged ETFs to ride uptrends, short downtrends, and flip for brief pullbacks or bounces. Tech‑heavy exposure.
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 ()
4 of 6 funds in its are : PSQ, SPXL, 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 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 the strategy holds exactly one ETF: QQQ or PSQ.<br>- SPY above its 200‑day average (uptrend): hold QQQ unless 3× ETFs (TQQQ or SPXL) look very “hot” by RSI (a 0–100 heat gauge); then briefly hold PSQ (−1× QQQ).<br>- SPY below 200‑day (downtrend): prefer PSQ while TQQQ is weak (below its 20‑day average), but flip to QQQ on very “cold” RSI readings (oversold bounces).
A daily switcher between QQQ (Nasdaq‑100) and PSQ (its −1× inverse). Uses SPY’s 200‑day trend plus short‑term “heat/cold” (RSI) from leveraged ETFs to ride uptrends, short downtrends, and flip for brief pullbacks or bounces. Tech‑heavy exposure.
Out-of-sample edge: 25.4% annualized return vs S&P 19.5%; max drawdown 15.1% vs 18.8%; beta ~0.89; Calmar ~1.68. A disciplined QQQ/PSQ timing system aims higher growth with smoother downside via trend and momentum signals.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,384 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | 200-day trend filter, daily market timing, inverse (psq), mean reversion, nasdaq-100 (qqq), rsi extremes, tech-heavy exposure | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QQQ", "SPXL", "SPY", "SQQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 667 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 82.32% | 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) | 17.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.58% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.76 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
