Composer · investment strategy
by Composer Technologies · via Composer
Daily rule: if a Nasdaq‑100 fund’s 10‑day RSI says “oversold,” buy a 3× leveraged tech ETF; otherwise sit in short‑term Treasuries. A tactical, high‑risk dip‑buying approach.
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 Capital preservation 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.
Every day it checks TQQQ’s 10‑day RSI. RSI is a 0–100 score of recent ups vs downs; below 31 means it fell fast (oversold). If RSI < 31, it buys TECL (a 3× leveraged fund of big U.S. tech stocks). Otherwise it holds SHV (cash‑like short‑term U.S. Treasuries). High risk when in TECL.
Daily rule: if a Nasdaq‑100 fund’s 10‑day RSI says “oversold,” buy a 3× leveraged tech ETF; otherwise sit in short‑term Treasuries. A tactical, high‑risk dip‑buying approach.
Out-of-sample edge: ~41.9% annualized return vs S&P ~21.3%, Sharpe ~1.18, Calmar ~1.78. Max drawdown ~23.5% vs ~18.8% for the S&P. A disciplined RSI-triggered, 3× tech levered strategy seeks higher upside with measured risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $809k | 2026-10-11 | |
| Backtest regulatory fees | $746 | 2026-10-11 | |
| Backtest slippage cost | $5,400 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean‑reversion, risk‑on/off, rsi, tactical, technology, treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "SHV", "TECL", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7988% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 159.41% | 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) | 49.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 49.92% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.02 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 85.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
