Composer · investment strategy
by Composer Technologies · via Composer
Rules that switch among QQQ, 2x QLD, inverse PSQ, SPY, and SHY using long‑term trend, short‑term “heat” (RSI), and moving‑average crossovers. Goal: ride tech uptrends, hedge or go inverse in chop, and buy sharp dips in downtrends.
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) · : 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% · 2026-10-11 ()
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 ()
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 Leveraged ETFs 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.
It rotates among: QQQ (big tech: AAPL/GOOG/TSLA), QLD (2x QQQ), PSQ (moves opposite QQQ), SPY (S&P 500), SHY (short‑term Treasuries).<br>1) If SPY is above its 200‑day average, hold QQQ unless QQQ is very hot (RSI>81) → PSQ.<br>2) If below: if QQQ is washed out (RSI<30) → QLD; else if SPY is washed out → SPY; else size QQQ vs PSQ/SHY using 4/6/20‑day averages to avoid whipsaws (pick PSQ or SHY by stronger recent RSI).<br>RSI=0–100 “heat”; moving average=recent‑price average.
Rules that switch among QQQ, 2x QLD, inverse PSQ, SPY, and SHY using long‑term trend, short‑term “heat” (RSI), and moving‑average crossovers. Goal: ride tech uptrends, hedge or go inverse in chop, and buy sharp dips in downtrends.
Adaptive rules-based strategy delivering ~33.6% annualized out-of-sample vs SPY ~22.5%, with solid risk-adjusted metrics (Calmar ~1.33, Sharpe ~1.36). It rotates among tech, hedges, and bonds to chase upside while controlling risk, potentially superior to the S&P.
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) | $5.8M | 2026-10-11 | |
| Backtest regulatory fees | $6,156 | 2026-10-11 | |
| Backtest slippage cost | $52k | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged/inverse etfs, mean reversion, momentum, tactical 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) | 0.99 | 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) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.15 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,097 | 2026-10-11 | |
| Out-of-sample length | 985 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 36.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 58k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 210.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.38% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
