Composer · investment strategy
by Composer Technologies · via Composer
A tactical, AI‑tilted strategy. It checks the market’s long‑term trend, then rotates between big‑tech (QQQ) and AI (BOTZ), fades overheated rallies, buys sharp dips, or goes defensive with inverse ETFs and short‑term Treasuries.
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) Regime: Is SPY (S&P 500) above its 200‑day average (long‑term trend)? If yes, own the 5‑day winner of QQQ (Nasdaq‑100, big tech) or BOTZ (AI/robotics), unless QQQ’s 10‑day RSI (0–100 heat meter) >81, then hold PSQ (inverse QQQ).<br>2) If SPY is below its 200‑day: if QQQ’s RSI <30 buy QLD (2× QQQ); else if SPY’s RSI <30 buy SPY; else if QQQ < its 20‑day avg, split 50/50: (PSQ or SHY—1–3yr Treasuries) and (SH—inverse S&P or BOTZ); else hold QQQ.
A tactical, AI‑tilted strategy. It checks the market’s long‑term trend, then rotates between big‑tech (QQQ) and AI (BOTZ), fades overheated rallies, buys sharp dips, or goes defensive with inverse ETFs and short‑term Treasuries.
Out-of-sample edge: ~32.8% annual return vs S&P ~21.5%; Calmar ~1.32; Sharpe ~1.27. AI/tech tilt with regime switching and hedges targets higher upside with managed risk, though drawdowns can be larger.
https://bit.ly/GenesisLaunch - https://bit.ly/investorcollabdiscord
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $388k | 2026-10-11 | |
| Backtest regulatory fees | $1,622 | 2026-10-11 | |
| Backtest slippage cost | $13k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, mean reversion, momentum, regime-switching, tactical allocation, tech/ai tilt | 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[ "BOTZ", "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) | 1.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,527 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3780% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 170.68% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.74% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.91% | 2026-10-11 |
Collective2
Composer Technologies · Composer
