Composer · investment strategy
by Composer Technologies · via Composer
Rules-based switching among QLD (2x Nasdaq‑100), QQQ, PSQ (inverse QQQ), and SHY using a market trend filter plus short-term “heat” (RSI) and moving averages. Aim: ride uptrends, buy deep dips, and get defensive to avoid chop in declines.
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.
0.5% 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. : 98% · 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 ()
2 of 5 funds in its are : PSQ, QLD
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.
1) Big trend check: Is SPY above its 200‑day average (price vs its last‑200‑day average)? If yes, hold QLD (2x Nasdaq‑100) unless QQQ’s 10‑day RSI—a 0–100 “heat” score of recent ups vs downs—is >81; then hold PSQ (inverse QQQ).<br>2) If SPY is below: if QQQ’s RSI<30 (washed‑out), buy QLD for a bounce; else blend QQQ with PSQ or SHY (1–3yr Treasuries). As 4‑ & 6‑day averages move above the 20‑day, increase QQQ. Pick PSQ vs SHY by the higher 10‑day RSI.
Rules-based switching among QLD (2x Nasdaq‑100), QQQ, PSQ (inverse QQQ), and SHY using a market trend filter plus short-term “heat” (RSI) and moving averages. Aim: ride uptrends, buy deep dips, and get defensive to avoid chop in declines.
Dynamic Nasdaq-100 tilt with 2x leverage and hedges, guided by a trend/RSI filter. Out-of-sample: ~57.6% annualized return vs ~23.4% SPY, Sharpe ~1.41, Calmar ~1.59—higher upside with risk controls.
A strategy for long term investing in any market condition. In a bull run, everyone is a genius, in a bear market, do you know what to do?
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $42.3M | 2026-10-11 | |
| Backtest regulatory fees | $32k | 2026-10-11 | |
| Backtest slippage cost | $286k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, momentum, nasdaq-100, risk management, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 69 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QLD", "QQQ", "SHY", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 175 | 2026-10-11 | |
| Watchers | 77 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,097 | 2026-10-11 | |
| Out-of-sample length | 898 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 423k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 57.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 406.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 41.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.38% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
