Composer · investment strategy
by Composer Technologies · via Composer
A concentrated tech/AI portfolio (90%) with a small daily‑toggled sleeve (10%): when Nasdaq‑100 momentum is strong it adds QQQ; when weak it hides in T‑bills (BIL). High growth potential, high volatility, modest built‑in defense.
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.
10 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 10 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 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.
90% stays in specific growth names: Tesla (EVs), NVIDIA/AMD/Micron (chipmakers for AI), SoFi (fintech), IonQ & D‑Wave (quantum computing), QuantumScape (solid‑state batteries).<br>Each day, the last 10% toggles: if the Nasdaq‑100 fund QQQ’s 90‑day trend is >2%, it holds QQQ; otherwise it parks in BIL, a short‑term Treasury‑bill fund. Rebalanced daily.
A concentrated tech/AI portfolio (90%) with a small daily‑toggled sleeve (10%): when Nasdaq‑100 momentum is strong it adds QQQ; when weak it hides in T‑bills (BIL). High growth potential, high volatility, modest built‑in defense.
Out-of-sample, a concentrated tech/AI strategy with a 10% momentum sleeve delivers ~63% annualized return vs SPY's ~21%, and a Calmar ~2.50, signaling strong upside with disciplined risk via pivots between QQQ and BIL.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $80k | 2026-10-11 | |
| Backtest regulatory fees | $50 | 2026-10-11 | |
| Backtest slippage cost | $93 | 2026-10-11 |
| AI categories (Composer) | ai & semiconductors, concentrated tech, fintech, nasdaq tilt, quantum computing, t-bills defense, tactical momentum | 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) | 0.12 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "BIL", "IONQ", "MU", "NVDA", "QBTS", "QQQ", "QTUM", "SOFI", "TSLA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,448 | 2026-10-11 | |
| Out-of-sample length | 323 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 703.13% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 63.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.64% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.42% | 2026-10-11 |
Collective2
Composer Technologies · Composer
