Composer · investment strategy
by Composer Technologies · via Composer
Daily switch between TQQQ (leveraged Nasdaq) and SHV (cash‑like Treasuries) using RSI extremes and 200/20‑day trend filters: buy dips, step aside after spikes, and favor TQQQ when the long‑term trend is up.
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.
“Else if RSI > 80 → move to SHV.”
“TQQQ (a 3x version of the tech‑heavy Nasdaq‑100)”
“Each day it picks one fund:”
“Else: if price > 200‑day avg → TQQQ; else if price < 20‑day avg → SHV; else → TQQQ.”
“If TQQQ’s 10‑day RSI (0–100 gauge of how fast it fell/rose) < 30 → buy TQQQ.”
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)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
1 of 2 funds in its are : 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 picks one fund: TQQQ (a 3x version of the tech‑heavy Nasdaq‑100) or SHV (cash‑like Treasuries).<br>If TQQQ’s 10‑day RSI (0–100 gauge of how fast it fell/rose) < 30 → buy TQQQ.<br>Else if RSI > 80 → move to SHV.<br>Else: if price > 200‑day avg → TQQQ; else if price < 20‑day avg → SHV; else → TQQQ.
Daily switch between TQQQ (leveraged Nasdaq) and SHV (cash‑like Treasuries) using RSI extremes and 200/20‑day trend filters: buy dips, step aside after spikes, and favor TQQQ when the long‑term trend is up.
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.20 vs ~1.11, Calmar ~1.78, and ~70% annualized vs ~18% for SPY. Dynamic TQQQ/SHV switching seeks big upside with bear-market drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $53.8M | 2026-10-11 | |
| Backtest regulatory fees | $27k | 2026-10-11 | |
| Backtest slippage cost | $250k | 2026-10-11 |
| AI categories (Composer) | cash proxy (shv), daily rebalance, leveraged nasdaq (tqqq), risk-on/risk-off, rsi/mas, tactical momentum, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 23 | 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", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,991 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 71.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 538k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 69.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 208.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.53% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.18% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 16.67 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.08 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
