Composer · investment strategy
by Composer Technologies · via Composer
All‑weather, rules‑based plan. Uses a long‑term trend test, extreme hot/cold signals, and a short‑term anti‑chop rule to rotate among QQQ, S&P 500 (RSP/VOO), inverse QQQ (PSQ/SQQQ), or short‑term Treasuries (SHY). Daily rebalanced.
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.
4.3% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-11 ()
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 ()
3 of 8 funds in its are : PSQ, QLD, SQQQ
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.
Step 1 (big trend): If SPY is above its 175‑day moving average (avg price over 175 days), hold RSP—unless QQQ looks very hot (RSI, a 0–100 hot/cold gauge, >81), then briefly use SQQQ (3x short QQQ).<br>Step 2 (weak trend): If SPY is below that and QQQ is very cold (RSI<28) buy QLD (2x long QQQ); if SPY is very cold (RSI<30) buy VOO.<br>Step 3 (otherwise): An anti‑chop rule uses QQQ vs its 23‑/20‑day averages to tilt among QQQ (Nasdaq‑100), PSQ (short QQQ), or SHY (T‑bills), adding more QQQ when trend is strong and more PSQ/SHY when weak. Rebalanced daily.
All‑weather, rules‑based plan. Uses a long‑term trend test, extreme hot/cold signals, and a short‑term anti‑chop rule to rotate among QQQ, S&P 500 (RSP/VOO), inverse QQQ (PSQ/SQQQ), or short‑term Treasuries (SHY). Daily rebalanced.
Out-of-sample, the strategy delivers near-S&P returns with lower risk: max drawdown 14.1% vs 18.8% for SPY, Calmar 1.45, Sharpe 1.05, and beta 0.83—offering protection, diversification, and attractive risk-adjusted upside.
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) | $533k | 2026-10-11 | |
| Backtest regulatory fees | $903 | 2026-10-11 | |
| Backtest slippage cost | $7,679 | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, long/short, momentum, regime switching, 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 frequency | daily | 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", "RSP", "SHY", "SPY", "SQQQ", "VOO" ] | 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) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,045 | 2026-10-11 | |
| Out-of-sample length | 978 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5227% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.62% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.58% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.96% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
