Composer · investment strategy
by Composer Technologies · via Composer
A daily switch that rotates between turbo long Nasdaq (TQQQ), normal long (QQQ), or short (PSQ) using “hot/cold” readings, trend checks, and cross‑asset fear/interest‑rate signals to lean risk‑on or risk‑off.
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 ()
100.0% 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 ()
8 of 17 funds in its are : PSQ, SOXL, SPXL, SPXU, SQQQ, TQQQ, UPRO, 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 Macro signals 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 picks one ETF: TQQQ (triple‑long Nasdaq‑100), QQQ (normal long), or PSQ (short). It reads simple gauges: RSI (how “hot/cold” prices are), moving averages (trend), UVXY (fear), bonds vs cash (TLT/IEF/BSV/BIL), commodities (DBC), dollar (UUP), semis (SOXL). Hot/overbought or fear spike -> PSQ. Cold/oversold with supportive bonds -> QQQ/TQQQ. Clear uptrend -> TQQQ; mixed -> QQQ.
A daily switch that rotates between turbo long Nasdaq (TQQQ), normal long (QQQ), or short (PSQ) using “hot/cold” readings, trend checks, and cross‑asset fear/interest‑rate signals to lean risk‑on or risk‑off.
Nasdaq-focused, rules-driven daily switch among TQQQ/QQQ/PSQ. OOS: 20.6% annualized vs 21.9% S&P; max drawdown 29.5% (Calmar 0.70, Sharpe 0.84). An active, risk-controlled alternative to the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.9M | 2026-10-11 | |
| Backtest regulatory fees | $44k | 2026-10-11 | |
| Backtest slippage cost | $405k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum/mean‑reversion, nasdaq‑100, regime-switching, tactical timing, trend‑following, volatility‑aware | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 322 | 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[ "BIL", "BSV", "DBC", "IEF", "PSQ", "QQQ", "SOXL", "SPHB", "SPXL", "SPXU", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 61.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 128k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -10.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -10.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.45% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
