Composer · investment strategy
by Composer Technologies · via Composer
A daily‑tactical plan: keep ~20% cash; with the rest, ride 2x Nasdaq (QLD) when the S&P 500 is in an uptrend—unless things look overheated, then hold SHV (cash‑like). In downtrends, usually hold PSQ (inverse Nasdaq) but flip to QLD on oversold rebounds.
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)
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 ()
100.0% 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 ()
2 of 11 funds in its are : PSQ, QLD
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 Leveraged ETFs 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.
It uses a simple roadmap: Is the S&P 500 (SPY) above its 200‑day average? If yes, it rides the Nasdaq‑100 with QLD (a 2x version of QQQ) unless the market looks overheated, then it parks in SHV (short‑term Treasuries). “Overheated” is judged by a 10‑day RSI, a 0–100 gauge of recent speed of gains; very high (around 80) = hot. If SPY is below its 200‑day average, it usually holds PSQ (moves opposite QQQ), but flips to QLD when the Nasdaq looks washed‑out (very low RSI) to catch rebounds. About 20% stays in cash. Rebalanced daily.
A daily‑tactical plan: keep ~20% cash; with the rest, ride 2x Nasdaq (QLD) when the S&P 500 is in an uptrend—unless things look overheated, then hold SHV (cash‑like). In downtrends, usually hold PSQ (inverse Nasdaq) but flip to QLD on oversold rebounds.
Out-of-sample: ~59% annualized return, strong risk-adjusted metrics (Sharpe ~1.39, Calmar ~1.74) vs S&P’s ~19.6% return. Max drawdown ~33.8% vs ~18.8% for the S&P. Higher upside with Nasdaq-tilt and disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $100.6M | 2026-10-11 | |
| Backtest regulatory fees | $135k | 2026-10-11 | |
| Backtest slippage cost | $1.3M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, inverse etfs, leveraged etfs, mean reversion, nasdaq-focused, rsi signals, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 56 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "IYY", "PSQ", "QLD", "QQQ", "SHV", "SPY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 47 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 605 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 59.60% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1006k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 205.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
