Composer · investment strategy
by Composer Technologies · via Composer
A simple daily mean‑reversion on the Nasdaq‑100: after extreme 2‑day surges it buys SQQQ (−3×), after extreme drops it buys TQQQ (+3×); otherwise it holds QQQ. Uses an RSI “heat meter” to spot extremes. High risk from leverage and tech concentration.
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.
“If <5 (very cold), it buys TQQQ (about +3× QQQ) to bet on a bounce.”
“If the score is >95 (very hot), it buys SQQQ (about −3× QQQ) to bet on a pullback.”
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
No stated fossil-fuel rule; the exposure is shown for reference. : 96% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
2 of 3 funds in its are : SQQQ, TQQQ
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Each day it checks QQQ (a tech‑heavy Nasdaq‑100 ETF). It scores QQQ’s last 2 days using RSI, a 0–100 “heat meter” of recent ups vs. downs. If the score is >95 (very hot), it buys SQQQ (about −3× QQQ) to bet on a pullback. If <5 (very cold), it buys TQQQ (about +3× QQQ) to bet on a bounce. Otherwise it holds QQQ. Other RSI settings shown are off.
A simple daily mean‑reversion on the Nasdaq‑100: after extreme 2‑day surges it buys SQQQ (−3×), after extreme drops it buys TQQQ (+3×); otherwise it holds QQQ. Uses an RSI “heat meter” to spot extremes. High risk from leverage and tech concentration.
Out-of-sample, this Nasdaq-100 strategy targets ~27.6% return vs ~20.7% for the S&P, with Calmar ~1.14 and Sharpe ~1.06. RSI2 mean-reversion times 3x bets; higher upside, but ~24% max drawdown and tech risk.
Look at this extremely basic strategy. I haven't optimized or attempted to improve it. These are standard RSI lengths and OB/OS ranges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $333k | 2026-10-11 | |
| Backtest regulatory fees | $842 | 2026-10-11 | |
| Backtest slippage cost | $5,984 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, momentum, nasdaq-100, rsi, short-term, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SQQQ", "TQQQ" ] | 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) | 1.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 828 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3232% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.56% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.40% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.27% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.27% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.16% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.46% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
