Composer · investment strategy
by Composer Technologies · via Composer
Simple monthly switch: Own QQQ when its short-term trend beats its long-term trend. Otherwise move to bonds—TLT if bond momentum is okay, SHY if weak. Focuses on big US tech or Treasuries. Backtested since 2003.
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.
2 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 ()
0 of 3 funds in its are
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 Capital preservation 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.
Each month: If QQQ’s 1‑month average price is above its 10‑month average (an uptrend), buy QQQ (Nasdaq‑100, big tech). Otherwise, check TLT’s RSI (a 0–100 momentum score of recent gains vs losses): if it’s under 50 (weak), buy SHY (short‑term Treasuries); else buy TLT (long‑term Treasuries). Why: QQQ captures US growth/tech; TLT may offset stock drops; SHY is a safe parking spot when bonds are weak.
Simple monthly switch: Own QQQ when its short-term trend beats its long-term trend. Otherwise move to bonds—TLT if bond momentum is okay, SHY if weak. Focuses on big US tech or Treasuries. Backtested since 2003.
Out-of-sample edge: 22.38% annualized return vs 19.95% for the S&P, lower drawdown (17.54% vs 18.76%), Calmar ~1.28, and beta ~0.88. Trend-following with a bond hedge—lower risk, higher risk-adjusted returns.
Backtest to Jan 2003
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $260k | 2026-10-11 | |
| Backtest regulatory fees | $46 | 2026-10-11 | |
| Backtest slippage cost | $395 | 2026-10-11 |
| AI categories (Composer) | equities, momentum, monthly rebalance, moving average, risk-on/risk-off, rsi, tactical allocation, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance frequency | monthly | 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[ "QQQ", "SHY", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,030 | 2026-10-11 | |
| Out-of-sample length | 967 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 14.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2501% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.22% | 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) | 11.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.54% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
