Composer · investment strategy
by Composer Technologies · via Composer
A daily “QQQ or PSQ” switch. It times the Nasdaq‑100 using simple hot/cold readings (RSI and recent moves), big‑picture trend, and bond/dollar stress checks—own QQQ in healthy or washed‑out markets, flip to PSQ when things look overheated or risky.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
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 ()
100.0% 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 ()
8 of 19 funds in its are : PSQ, SOXL, SPXL, SPXU, SQQQ, TQQQ, UPRO, UVXY
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 owns one fund: QQQ (tracks the Nasdaq‑100’s big tech) or PSQ (moves opposite QQQ).<br>It checks: 1) Trend (S&P 500 vs its 200‑day line; bond ETF TLT trend). 2) Hot/Cold: RSI, a 0–100 speedometer (>70 hot, <30 washed‑out), and recent % moves. 3) Stress: strong dollar, jumpy commodities, volatility spikes.<br>Hot/euphoric → PSQ. Washed‑out/panic → QQQ. Otherwise follow the trend.
A daily “QQQ or PSQ” switch. It times the Nasdaq‑100 using simple hot/cold readings (RSI and recent moves), big‑picture trend, and bond/dollar stress checks—own QQQ in healthy or washed‑out markets, flip to PSQ when things look overheated or risky.
Out-of-sample, this Nasdaq-100 timer targets ~23.9% annual return with lower risk: drawdown ~14.8% vs ~18.8% for the S&P, beta ~0.68, Calmar ~1.61—delivering stronger upside with safer downside than the S&P 500.
25Jan23 | Added PSQ filter
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.5M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $106k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, long/short, mean reversion, nasdaq 100 timing, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 392 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "DBC", "DIA", "IEF", "PSQ", "QQQ", "SMH", "SOXL", "SPHB", "SPXL", "SPXU", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 752 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 45k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 89.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.56 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.62% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
