Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, tech-led trend strategy: long QQQ in healthy markets, briefly hedges when overheated, buys oversold bounces in weak markets, and otherwise rotates into the U.S. dollar, Treasuries, market‑neutral BTAL, and commodities using bond/dollar/TIP‑STIP signals.
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.
3 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%)
1 fund (SEC N-PORT, as of 2026-05-31)
: 23.9% (PDBC 50% × 0.48), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 95% · 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 16 funds in its are : PSQ, QLD, SSO
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 Aggressive risk 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.
First, is the S&P 500 above its 200‑day average? If yes, it mainly holds QQQ (big tech), unless the Nasdaq looks overheated (RSI = short‑term “too hot/too cold”), then it hedges with PSQ (inverse QQQ).<br>If no, it either buys oversold bounces (QLD or SPY) or shifts to defenses: SHY (short‑term Treasuries), USDU (U.S. dollar), BTAL (market‑neutral), and commodities (PDBC/OILK, XLB, GDXJ).<br>Bond/dollar trends and a TIP vs STIP check pick offense (QLD/SSO) vs defense. Trades when signals flip (12% band).
Rules-based, tech-led trend strategy: long QQQ in healthy markets, briefly hedges when overheated, buys oversold bounces in weak markets, and otherwise rotates into the U.S. dollar, Treasuries, market‑neutral BTAL, and commodities using bond/dollar/TIP‑STIP signals.
Out-of-sample return: 32.9% vs 23.5% for the S&P; drawdown: 17.7% vs 18.8%; Calmar 1.86. A tech-led, rules-based strategy with adaptive hedges offers higher upside with disciplined risk vs the S&P 500.
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) | $545k | 2026-10-11 | |
| Backtest regulatory fees | $1,437 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | commodities, currencies, hedging, mean reversion, momentum, multi-asset, risk management, tactical asset allocation, tech-heavy, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 120 | 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) | 0.85 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "GDXJ", "OILK", "PDBC", "PSQ", "QLD", "QQQ", "SHY", "SPY", "SSO", "STIP", "TIP", "TLT", "USDU", "UUP", "XLB" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.05 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,433 | 2026-10-11 | |
| Out-of-sample length | 761 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5353% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.94% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 136.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
