Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-driven, Nasdaq‑focused strategy. It rides uptrends with 2x QLD, moves to Treasuries when overheated, and flips to hedges/shorts or cash in weak markets, sometimes tilting to semiconductors/tech. High risk from leveraged/short ETFs.
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 ()
5 of 11 funds in its are : PSQ, QID, QLD, ROM, 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 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 watches three dials: trend (20/200‑day averages), speed of recent moves (RSI; 0–100 where low=washed‑out, high=overheated), and short-term returns.<br>In uptrends it rides QLD (2x Nasdaq‑100). If prices get too hot, it parks in Treasuries (TLT).<br>In weak/sideways markets it shifts to hedges/shorts (PSQ/QID) or Treasuries/cash (IEF/SHV). After deep dips it may buy 2x tech (ROM) or the stronger of Nasdaq vs semis (SMH/USD). Rebalanced daily. High risk.
A daily, rules-driven, Nasdaq‑focused strategy. It rides uptrends with 2x QLD, moves to Treasuries when overheated, and flips to hedges/shorts or cash in weak markets, sometimes tilting to semiconductors/tech. High risk from leveraged/short ETFs.
Out-of-sample, this Nasdaq-driven strategy targets ~60.7% annualized returns vs 21.7% for the S&P, with Sharpe ~1.45 and Calmar ~1.88 thanks to dynamic hedging and regime switching. More upside, but larger drawdowns in dips.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $33.8M | 2026-10-11 | |
| Backtest regulatory fees | $45k | 2026-10-11 | |
| Backtest slippage cost | $409k | 2026-10-11 |
| AI categories (Composer) | leveraged nasdaq, market timing, momentum/trend, risk management, tactical asset allocation, tech-heavy | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 109 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "PSQ", "QID", "QLD", "QQQ", "ROM", "SHV", "SMH", "SPY", "TLT", "USD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 880 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 73.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 338k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 424.70% | 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) | 65.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 65.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.77% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.68 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
