Composer · investment strategy
by Composer Technologies · via Composer
Contrarian tech-dip play: when the Nasdaq‑100 looks oversold (30‑day RSI < 40), go aggressive in TQQQ (3× QQQ). Otherwise stay broadly diversified in SPY. Rebalanced daily.
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 2026-10-19
: 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 3 funds in its are : 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 the strategy checks a 30‑day “recent losses vs gains” score (RSI) on QQQ, an ETF of big U.S. tech‑focused companies (Nasdaq‑100). If the score is below 40—meaning QQQ has fallen a lot recently—it buys TQQQ, a 3× version of QQQ, to try to catch a rebound. Otherwise it holds SPY, a broad S&P 500 ETF. It switches as needed each day.
Contrarian tech-dip play: when the Nasdaq‑100 looks oversold (30‑day RSI < 40), go aggressive in TQQQ (3× QQQ). Otherwise stay broadly diversified in SPY. Rebalanced daily.
Out-of-sample upside: ~30.9% annualized return vs SPY ~24.9%. A contrarian tech-dip bet using 3x TQQQ when RSI shows oversold, otherwise SPY. Higher potential gains but larger drawdowns than the S&P 500.
Longer backtest: https://testfol.io/tactical?s=aKW8rfelzgY
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $740k | 2026-10-19 | |
| Backtest regulatory fees | $482 | 2026-10-19 | |
| Backtest slippage cost | $2,709 | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, equities, leveraged etfs, mean reversion, rsi signal, tactical allocation, tech-heavy, us large-cap | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPY", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.81 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 18 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 403 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 29.49% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 7301% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.94% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 week (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.89% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.82% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.98 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Maximum drawdown, backtest period (backtest) | -30.04% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.89% | ||
| Sharpe ratio, backtest period (backtest) | 1.11 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Sortino ratio, backtest period (backtest) | 2.01 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.19% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.44% |
| Annualized turnover, backtest period (backtest) | 5.65 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.13 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.34% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.84% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
