Composer · investment strategy
by Composer Technologies · via Composer
Daily, it sizes between TECL (leveraged tech) and SHV (T‑bills) using a 10‑day RSI on TQQQ. It buys more TECL only when tech is extremely oversold; otherwise it parks in SHV, stepping from 100% TECL at RSI<15 to 100% SHV at RSI≥31.
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 ()
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 : TECL, 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 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 RSI on TQQQ—a 3x fund tied to the tech‑heavy Nasdaq‑100. RSI is a 0–100 score of how beaten‑down price has been; lower = more recent selling. It then splits between TECL (a 3x tech fund) and SHV (T‑bills): the lower the RSI, the more TECL. If RSI <15 it’s 100% TECL; as RSI rises to 31 it steps down TECL and adds SHV; at ≥31 it holds only SHV. TQQQ is used as the tech ‘thermometer.’
Daily, it sizes between TECL (leveraged tech) and SHV (T‑bills) using a 10‑day RSI on TQQQ. It buys more TECL only when tech is extremely oversold; otherwise it parks in SHV, stepping from 100% TECL at RSI<15 to 100% SHV at RSI≥31.
Out-of-sample, this RSI-based strategy shifts into TECL on deep dips and stays in SHV otherwise. Aims ~23% annualized return with ~7% max drawdown vs SPY’s ~19%, Calmar ~3.15, and positive alpha—strong risk-adjusted upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $83k | 2026-10-11 | |
| Backtest regulatory fees | $79 | 2026-10-11 | |
| Backtest slippage cost | $380 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged tech, nasdaq-100 proxy, rsi-based, t-bills, tactical timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 86 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHV", "TECL", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 692 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 13.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 726.26% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.82% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 75.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -12.41% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 5.69 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.57% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 3.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.96 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 86.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
