Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, risk-on/risk-off strategy driven by Nasdaq‑100 signals. It buys 2x long QQQ when weak or leading, flips to 2x inverse when overheated, and hides in Treasuries or gold when defensive. Uses volatility, RSI, and trend filters (2x ETFs = higher risk).
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.
“hides in Treasuries or gold when defensive”
“If QQQ 10‑day volatility is high, hold TLT.”
“QLD (2x up Nasdaq‑100), QID (2x down)”
“if bonds trend up (10>200‑day EMA) pick the 5‑day laggard of TLT vs GLD; else GLD”
“if QQQ’s 126‑day RSI > XLU, buy QLD”
“If QQQ very weak (RSI<30) buy QLD; very hot (RSI>80) buy QID”
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)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
2 of 6 funds in its are : QID, QLD
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Trades: QLD (2x up Nasdaq‑100), QID (2x down), TLT (US Treasuries), GLD (gold). QQQ & XLU (utilities) guide signals.<br>- If QQQ 10‑day volatility is high, hold TLT.<br>- If QQQ very weak (RSI<30) buy QLD; very hot (RSI>80) buy QID.<br>- Else if QQQ’s 126‑day RSI > XLU, buy QLD; otherwise use TLT/GLD: if bonds trend up (10>200‑day EMA) pick the 5‑day laggard of TLT vs GLD; else GLD.<br>RSI: 0–100 recent strength. EMA: trend.
A rules-based, risk-on/risk-off strategy driven by Nasdaq‑100 signals. It buys 2x long QQQ when weak or leading, flips to 2x inverse when overheated, and hides in Treasuries or gold when defensive. Uses volatility, RSI, and trend filters (2x ETFs = higher risk).
Out-of-sample return ~30.9% vs S&P ~21.5%; Calmar ~1.42 signals strong risk-adjusted gains. Leveraged Nasdaq exposure with TLT/GLD hedges aims for larger upside relative to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.7M | 2026-10-11 | |
| Backtest regulatory fees | $23k | 2026-10-11 | |
| Backtest slippage cost | $200k | 2026-10-11 |
| AI categories (Composer) | etfs, leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical asset allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 34 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QID", "QLD", "QQQ", "TLT", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.61 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,092 | 2026-10-11 | |
| Out-of-sample length | 774 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 117k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.91% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 128.97% | 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) | 15.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.10% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.60 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
