Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based strategy that times the Nasdaq‑100 using inflation trends, a heat gauge of momentum (RSI), and a 200‑day trend filter. It rotates among leveraged long/short QQQ, long bonds, or a PSQ+gold mix. High risk and very active.
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 8 funds in its are : PSQ, SQQQ, TMF, 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 Macro signals 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: (1) Are inflation expectations (RINF) trending up vs their 200‑day average? (2) Is tech (QQQ) “hot” or “cold” using a heat gauge (RSI, 0–100; high=hot, low=cold)? (3) Is QQQ above its long‑term trend (200‑day average)? It then picks one: TQQQ (3x QQQ), SQQQ (‑3x QQQ), QQQ, TMF (3x long Treasuries), or a 50/50 mix of PSQ (‑1x QQQ) and GLD (gold).
A daily, rules‑based strategy that times the Nasdaq‑100 using inflation trends, a heat gauge of momentum (RSI), and a 200‑day trend filter. It rotates among leveraged long/short QQQ, long bonds, or a PSQ+gold mix. High risk and very active.
Out-of-sample, this regime-driven strategy delivers ~37% annualized return vs ~18% for the S&P, with higher upside from Nasdaq-tech timing and leverage. Stronger potential returns, but expect larger drawdowns (about 55%) and higher risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.0M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $93k | 2026-10-11 |
| AI categories (Composer) | inflation regime, leveraged etfs, momentum/rsi, nasdaq timing, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "GLD", "PSQ", "QQQ", "RINF", "SQQQ", "TMF", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,507 | 2026-10-11 | |
| Out-of-sample length | 579 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 50k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 106.05% | 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) | 58.44% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 58.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
