Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, tech‑tilted timing model using SPY’s 200‑day trend, short‑term “hot/cold” (RSI), and 5‑day momentum. It trades SPY, QQQ/QLD (Nasdaq & 2×), ARKQ (robots/AI), PSQ/SH (short Nasdaq/S&P), and SHY (T‑bills). Can go long, short, or mix defense.
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 ()
3 of 7 funds in its are : PSQ, QLD, SH
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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) Trend check: Is SPY (S&P 500) above its 200‑day average?<br>- Yes: If QQQ’s 10‑day RSI (0–100 “heat” gauge) >81, hold PSQ (short Nasdaq). Otherwise hold the 5‑day winner of QQQ (Nasdaq‑100) or ARKQ (robots/AI).<br>- No: If QQQ RSI<30 buy QLD (2× Nasdaq); else if SPY RSI<30 buy SPY; else if QQQ<20‑day avg split between PSQ/SHY and SH/ARKQ (winners); else hold QQQ.
Rules-based, tech‑tilted timing model using SPY’s 200‑day trend, short‑term “hot/cold” (RSI), and 5‑day momentum. It trades SPY, QQQ/QLD (Nasdaq & 2×), ARKQ (robots/AI), PSQ/SH (short Nasdaq/S&P), and SHY (T‑bills). Can go long, short, or mix defense.
Tech‑tilted, rules‑based strategy that beats the S&P in out‑of‑sample tests: ~32.8% annualized return vs ~20.9%, Calmar ~1.03, with adaptive hedging and regime switching. Higher upside in tech rallies, with managed risk.
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) | $498k | 2026-10-11 | |
| Backtest regulatory fees | $2,015 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | levered/inverse etfs, mean reversion, momentum, risk-on/off, tactical allocation, tech-heavy, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 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) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ARKQ", "PSQ", "QLD", "QQQ", "SH", "SHY", "SPY" ] | 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) | 1.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,019 | 2026-10-11 | |
| Out-of-sample length | 918 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4877% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 181.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.03% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.05% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.67% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.78 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.10% | 2026-10-11 |
Collective2
Composer Technologies · Composer
