Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “risk‑on/off” rotation. Own QQQ when its long‑term trend is up; otherwise use volatility‑and‑gold cues plus momentum to switch among GLD, BTAL, KMLM, cash, or, in high‑conviction cases, TQQQ/SQQQ.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
2 of 8 funds in its are : SQQQ, TQQQ
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.
It’s a daily “risk‑on/off” switch. If QQQ (big Nasdaq‑100) is above its 175‑day average, it owns QQQ (sometimes TQQQ, a 3× long version). If not, it reads fear (VIXM, a volatility gauge) vs gold (GLD) and recent winners to rotate among defense: KMLM (managed‑futures trend), BTAL (market‑neutral low‑ vs high‑risk stocks), GLD, or cash (BIL). If things worsen, it can use SQQQ (−3×). Signals: trend (moving average), recent returns, and RSI (a short‑term “heat” meter).
A daily, rules‑based “risk‑on/off” rotation. Own QQQ when its long‑term trend is up; otherwise use volatility‑and‑gold cues plus momentum to switch among GLD, BTAL, KMLM, cash, or, in high‑conviction cases, TQQQ/SQQQ.
High-conviction value: A rules-based risk-on/off rotation seeking higher OOS performance (~29.1% annualized vs SPY's 23.6%), with strong risk-adjusted metrics (OOS Sharpe ~1.53, Calmar ~2.59) and diversified defenses. OOS drawdown ~11.2% vs SPY ~8.9%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $76k | 2026-10-19 | |
| Backtest regulatory fees | $77 | 2026-10-19 | |
| Backtest slippage cost | $605 | 2026-10-19 |
| AI categories (Composer) | gold, levered etfs, managed futures, market neutral, momentum, nasdaq/tech, risk-on/off, t-bills, tactical rotation, trend following, volatility regime | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 64 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "GLD", "KMLM", "QQQ", "SQQQ", "TQQQ", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.20 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,450 | 2026-10-19 | |
| Out-of-sample length | 359 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 42.25% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 660.79% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.15% | ||
| Return, trailing 1 day (out-of-sample) | -2.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 week (out-of-sample) | -3.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.84% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 21.31% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.00% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | ||
| SPY annualized return over the backtest window (backtest) | 14.41% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.56 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.59 | ||
| Maximum drawdown, backtest period (backtest) | -16.49% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.22% | ||
| Sharpe ratio, backtest period (backtest) | 1.61 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | ||
| Sortino ratio, backtest period (backtest) | 2.48 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 23.67% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.81% |
| Annualized turnover, backtest period (backtest) | 17.38 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.72 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.34% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.27% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
