Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based ETF strategy: risk-on only when SPY is above its 200‑day average; otherwise hold T‑bills. In risk-on, hold QQQ unless SPY is “overbought,” then switch to TQQQ or RWM based on QQQ’s short-term trend.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
2 of 5 funds in its are : RWM, 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.
Daily, rules-based.<br>1) If SPY (S&P 500 fund) is above its 200‑day average, take risk; otherwise hold BIL (T‑bills).<br>2) In risk: If SPY’s 60‑day RSI (speed of recent gains vs losses) > 60, check QQQ (Nasdaq‑100): if its 5‑day EMA < 10‑day EMA (short‑term weak), buy TQQQ (3× QQQ); else buy RWM (short small caps). If RSI ≤ 60, buy QQQ. Rebalanced daily.
A daily, rules-based ETF strategy: risk-on only when SPY is above its 200‑day average; otherwise hold T‑bills. In risk-on, hold QQQ unless SPY is “overbought,” then switch to TQQQ or RWM based on QQQ’s short-term trend.
Disciplined, rules-based rotation: captures Nasdaq strength in uptrends and shifts to cash in downturns. Out-of-sample: 16.2% annualized return with a transparent, regime-driven framework that complements the S&P 500 and adds risk management.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $239k | 2026-10-19 | |
| Backtest regulatory fees | $516 | 2026-10-19 | |
| Backtest slippage cost | $3,894 | 2026-10-19 |
| AI categories (Composer) | etf rotation, inverse etfs, leveraged etfs, market timing, momentum and mean‑reversion, risk‑on/risk‑off, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 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[ "BIL", "QQQ", "RWM", "SPY", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 581 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.98% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2286% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.22% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.01% | ||
| Return, trailing 1 day (out-of-sample) | -2.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 week (out-of-sample) | -3.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 26.90% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 41.88% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.00% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.76 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Maximum drawdown, backtest period (backtest) | -27.74% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.43% | ||
| Sharpe ratio, backtest period (backtest) | 1.22 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Sortino ratio, backtest period (backtest) | 1.74 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.79% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.37% |
| Annualized turnover, backtest period (backtest) | 17.06 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.48 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.86% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.66% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
