Composer · investment strategy
by Composer Technologies · via Composer
Daily switch: if QQQ’s 10‑day RSI is below 30, buy TQQQ (3× Nasdaq‑100) for a potential rebound; otherwise sit in BIL (T‑bills). Uses QQQ’s RSI to time entries. No separate “sell at 80” signal—non‑oversold days park in cash-like BIL.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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 ()
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 Capital preservation 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 it checks QQQ’s recent price moves using RSI, a 0–100 score of ups vs downs over ~10 days. Low scores mean it has fallen hard; high scores mean strong gains.<br>- If RSI < 30 (very oversold): buy TQQQ (a 3× version of QQQ) to bet on a quick bounce.<br>- Otherwise: hold BIL (a cash‑like T‑bill fund).<br>Note: The “>80” check doesn’t change anything; either way it stays in BIL.
Daily switch: if QQQ’s 10‑day RSI is below 30, buy TQQQ (3× Nasdaq‑100) for a potential rebound; otherwise sit in BIL (T‑bills). Uses QQQ’s RSI to time entries. No separate “sell at 80” signal—non‑oversold days park in cash-like BIL.
Out-of-sample edge: 28.7% annualized return vs SPY’s 21.6%, with Calmar ~1.27. RSI-dip timing buys 3x QQQ on oversold days, otherwise cash. Higher drawdowns (~22.7%) than SPY, but stronger upside potential.
Stop trying to make Buy/Sell happen
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $230k | 2026-10-11 | |
| Backtest regulatory fees | $416 | 2026-10-11 | |
| Backtest slippage cost | $1,813 | 2026-10-11 |
| AI categories (Composer) | cash/t‑bills, leveraged etf (tqqq), nasdaq‑100 focus, rsi-based timing, tactical mean‑reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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[ "BIL", "QQQ", "TQQQ" ] | 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) | 0.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 787 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2202% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.27% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 44.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 79.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
