Composer · investment strategy
by Composer Technologies · via Composer
Normally holds QQQ (NASDAQ‑100). When QQQ looks short‑term oversold, it switches to TQQQ (3× QQQ) to chase a rebound. When it looks extremely hot, it flips to UVXY (volatility) to brace for a pullback. One holding at a time.
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 ()
2 of 3 funds in its are : TQQQ, 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 Aggressive risk 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 a 10‑day “hot vs. cold” score (RSI) on QQQ, a fund tracking the big‑tech‑heavy NASDAQ‑100. RSI runs 0–100: low = recently sold hard, high = very hot. If RSI < 32, it buys TQQQ (a 3× version of QQQ) to play a rebound. If RSI > 81, it buys UVXY (tends to jump when markets wobble). Otherwise it holds QQQ. Only one fund at a time. QQQ/TQQQ concentrate in tech, chips, online retail; UVXY is a volatility bet, not a stock sector.
Normally holds QQQ (NASDAQ‑100). When QQQ looks short‑term oversold, it switches to TQQQ (3× QQQ) to chase a rebound. When it looks extremely hot, it flips to UVXY (volatility) to brace for a pullback. One holding at a time.
RSI-driven, tech-focused rotation aims for big upside: out-of-sample annualized return ~36.5% vs ~19.5% for the S&P, with Calmar ~1.21. One-position rule (QQQ/TQQQ/UVXY) captures rebounds and hedges volatility—balanced by higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16.0M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $131k | 2026-10-11 |
| AI categories (Composer) | etf rotation, leveraged etfs, nasdaq-100 focus, rsi-based signals, tech-heavy exposure, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "QQQ", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 526 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 63.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 160k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.64% | 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) | 31.44% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.44% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 15.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.41 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
