Composer · investment strategy
by Composer Technologies · via Composer
A simple 50/50 split between SPY (S&P 500) and QQQ (Nasdaq‑100), rebalanced daily. The 7‑day RSI check is set so it doesn’t change the holdings, leaving constant exposure to U.S. large‑cap stocks with a tech‑heavy tilt.
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.
2 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.
1.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, 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. : 98% · 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 ()
0 of 2 funds in its are
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 checks a 7‑day “strength” gauge on SPY called RSI (a 0–100 scale that rises when prices have been strong). The rule says “if RSI > 1,” which is almost always true. Either way, it picks two funds: SPY (broad U.S. stocks) and QQQ (Nasdaq‑100, tech‑heavy). It splits money 50/50 and rebalances to that mix daily.
A simple 50/50 split between SPY (S&P 500) and QQQ (Nasdaq‑100), rebalanced daily. The 7‑day RSI check is set so it doesn’t change the holdings, leaving constant exposure to U.S. large‑cap stocks with a tech‑heavy tilt.
Out-of-sample, a 50/50 SPY/QQQ mix offers higher upside and better risk-adjusted return vs the S&P 500: ~25.8% annualized, Sharpe ~1.42, Calmar ~1.24. Drawdowns are larger (~20.8%), but potential payoff is stronger.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $137k | 2026-10-11 | |
| Backtest regulatory fees | $203 | 2026-10-11 | |
| Backtest slippage cost | $94 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, equal-weight, etfs, large-cap, rule-based, tech tilt, us equities | 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) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,939 | 2026-10-11 | |
| Out-of-sample length | 927 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 9.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1267% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 132.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.50% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -68.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.77 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.92% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
