Composer · investment strategy
by Composer Technologies · via Composer
In uptrends it holds a concentrated basket of AI/mega‑cap tech plus QQQ. In downtrends it tactically flips among leveraged long/short Nasdaq‑100 or S&P 500 ETFs using short‑term momentum (RSI) and trend filters, sometimes parking in T‑bills. High risk from leverage and concentration.
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.
11 positions as of 2026-10-19
: 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.
0.2% 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. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 21 funds in its are : PSQ, SPXS, SPXU, SQQQ, TQQQ
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: Market check. Is the S&P 500 (SPY) above its 200‑day average (avg price over ~10 months)? If yes, buy a concentrated AI/growth mix (NVDA, MSFT, AMZN, ASML, META, TSM, NFLX, GOOGL) plus QQQ (big‑tech index).<br>Step 2: If not, use short‑term momentum (RSI: 0–100 recent up‑vs‑down score) and 20‑day trends to switch among TQQQ (3× up QQQ), SQQQ (3× down), SPXS/SPXU (3× down S&P), PSQ (1× down QQQ), or cash‑like BIL. Bond ETFs (BND, TLT, IEF) act as risk gauges.
In uptrends it holds a concentrated basket of AI/mega‑cap tech plus QQQ. In downtrends it tactically flips among leveraged long/short Nasdaq‑100 or S&P 500 ETFs using short‑term momentum (RSI) and trend filters, sometimes parking in T‑bills. High risk from leverage and concentration.
Out-of-sample annualized return ~25.7% vs SPY ~18.2%. Captures stronger AI/mega-cap upside with tactical hedges in down markets. Calmar ~1.31 signals solid risk-adjusted returns; drawdowns a bit higher, but potential for bigger, steadier long-term gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $221k | 2026-10-19 | |
| Backtest regulatory fees | $60 | 2026-10-19 | |
| Backtest slippage cost | $463 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, long/short, momentum, regime switching, tactical allocation, tech-heavy growth, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 100 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AMZN", "ASML", "BIL", "BND", "GOOGL", "IEF", "META", "MSFT", "NFLX", "NVDA", "PSQ", "QQQ", "SPXS", "SPXU", "SPY", "SQQQ", "TLT", "TQQQ", "TSM", "TW", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,896 | 2026-10-19 | |
| Out-of-sample length | 513 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 50.88% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2112% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.72% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 58.62% | ||
| Return, trailing 1 day (out-of-sample) | -2.07% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.80% | ||
| Return, trailing 1 week (out-of-sample) | -3.14% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.67% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.02% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.62% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.51% | ||
| SPY annualized return over the backtest window (backtest) | 15.64% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.69 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Maximum drawdown, backtest period (backtest) | -30.09% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.63% | ||
| Sharpe ratio, backtest period (backtest) | 1.56 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Sortino ratio, backtest period (backtest) | 2.41 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 29.09% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.67% |
| Annualized turnover, backtest period (backtest) | 6.30 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.11 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.17% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.53% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
