Composer · investment strategy
by Composer Technologies · via Composer
A daily, one‑ETF switcher that rides tech via QLD when the S&P 500’s trend is healthy, but uses an overbought/oversold “speedometer” (RSI) to rotate into Treasuries, the US dollar, staples, or even short Nasdaq (QID) or volatility (UVXY) when risk rises.
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 ()
3 of 8 funds in its are : QID, QLD, UVXY
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 it checks trend: is SPY above its 200‑day average? If yes and not “overheated” (RSI, a 0–100 speedometer of recent gains), it buys QLD (2× Nasdaq‑100). When overheated, it shifts to the best of TLT (long Treasuries), UUP (US dollar) or XLP (consumer staples), or briefly UVXY (volatility). If trend is down, it buys dips in QLD or rotates to TLT or QID (−2× Nasdaq). Rebalanced daily.
A daily, one‑ETF switcher that rides tech via QLD when the S&P 500’s trend is healthy, but uses an overbought/oversold “speedometer” (RSI) to rotate into Treasuries, the US dollar, staples, or even short Nasdaq (QID) or volatility (UVXY) when risk rises.
Out-of-sample: ~55% annualized return vs ~20% for the S&P; Sharpe ~1.37; Calmar ~1.80. Daily trend-driven 2x Nasdaq exposure with defensive rotations to protect risk and pursue bigger upside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum, risk-on/off, tactical allocation, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 42 | 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[ "QID", "QLD", "QQQ", "SPY", "TLT", "UUP", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 799 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 302.37% | 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 (out-of-sample) | 62.75% | 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 |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.63% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.09% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.75 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
