Composer · investment strategy
by Composer Technologies · via Composer
Rules-based switch around JEPQ: prefer income-focused Nasdaq exposure in healthy trends, hide in Treasuries when overheated, and use tactical long/short Nasdaq or cash in choppy/bear markets. Adds a 30% crash-defense sleeve when the Nasdaq is down >20%.
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.
0.3% of weight in (IVV: 3.0%)
1 fund (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. : 89% · 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 ()
4 of 12 funds in its are : PSQ, QID, QLD, USD
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 Income / dividends 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.
Switches among: JEPQ/JEPI (income), TLT/IEF/SHV (Treasury/cash), QLD (2x long Nasdaq), PSQ/QID (short Nasdaq), SMH/USD (semis). Uses trend (price vs 20/200‑day avg), RSI (0–100 heat), and recent 10–60‑day returns. In uptrends it holds JEPQ unless markets look too hot, then moves to TLT. In weak/bear phases it rotates into bonds, cash, or long/short Nasdaq. If Nasdaq is down >20% in a year, a 30% sleeve gets more defensive.
Rules-based switch around JEPQ: prefer income-focused Nasdaq exposure in healthy trends, hide in Treasuries when overheated, and use tactical long/short Nasdaq or cash in choppy/bear markets. Adds a 30% crash-defense sleeve when the Nasdaq is down >20%.
Out-of-sample, this strategy targets higher upside than the S&P 500: ~26.05% annualized vs 22.20%, plus a crash-defense sleeve for Nasdaq drawdowns >20% and a solid Calmar ~1.22 for favorable risk-adjusted performance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $53k | 2026-10-11 | |
| Backtest regulatory fees | $100 | 2026-10-11 | |
| Backtest slippage cost | $777 | 2026-10-11 |
| AI categories (Composer) | bond hedge, leveraged and inverse etfs, momentum and mean reversion, options income, regime switching, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 107 | 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) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "JEPI", "JEPQ", "PSQ", "QID", "QLD", "QQQ", "SHV", "SMH", "SPY", "TLT", "USD" ] | 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) | 0.97 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,102 | 2026-10-11 | |
| Out-of-sample length | 716 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 430.45% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 93.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.80% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.61% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.80% | 2026-10-11 |
Collective2
Composer Technologies · Composer
