Composer · investment strategy
by Composer Technologies · via Composer
A daily rotation that follows the market’s trend and buys dips. Own QQQ when the S&P 500 trend is up; move to SHY when it’s down. During sharp sell‑offs, briefly switch to QLD (2× QQQ) to play rebounds, aiming for higher returns with milder drawdowns.
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 ()
1 of 4 funds in its are : 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.
Tickers: QQQ = Nasdaq‑100 (big tech). SPY = S&P 500. QLD = 2× daily QQQ. SHY = short‑term US Treasuries (defensive). Moving average = average of recent prices (trend). RSI = gauge of recent drops/rallies; <30 = oversold.<br>Rules (checked daily):<br>1) If SPY’s 21‑day avg > 210‑day avg → buy QQQ.<br>2) Else if QQQ’s 10‑day RSI <30 → buy QLD (2×).<br>3) Else if SPY price > its 31‑day avg → buy QQQ.<br>4) Else → buy SHY.
A daily rotation that follows the market’s trend and buys dips. Own QQQ when the S&P 500 trend is up; move to SHY when it’s down. During sharp sell‑offs, briefly switch to QLD (2× QQQ) to play rebounds, aiming for higher returns with milder drawdowns.
Stronger odds of higher returns with solid risk-adjusted performance: out-of-sample annualized return ~33%, Sharpe ~1.35 vs S&P's ~21%, plus disciplined trend-based entries and SHY hedging; note potential larger drawdowns in downturns.
This simple strategy beats the market and has less drawdown. 2x leverage added during oversold condition. Mod Backtested to 6/21/2006.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $500 | 2026-10-11 | |
| Backtest slippage cost | $3,113 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etf, nasdaq-100 focus, risk-on/risk-off, rsi oversold, tactical rotation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "QLD", "QQQ", "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) | 1.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,107 | 2026-10-11 | |
| Out-of-sample length | 991 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 210.42% | 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) | 23.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.60% | 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) | 11.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.10% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.02% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.21% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
