Composer · investment strategy
by Composer Technologies · via Composer
Rules-driven strategy that mainly holds leveraged tech (QLD) in uptrends, moves to bonds when overheated or during extremes, buys dips only if “cold but not freezing,” and may briefly hedge with the inverse QID. Uses RSI and trend filters to decide.
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, 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.
Core idea: ride big‑tech upswings with QLD (+2x Nasdaq‑100), hide in short‑term Treasuries (SHY/BSV) during stress, and sometimes hedge with QID (−2x). It checks trend (is SPY above its 200‑day average?) and a 0–100 “hot/cold” gauge (RSI). In uptrends: hold QLD unless it’s overheated, then TLT. In weak markets: buy dips only if RSI is low but not extreme; if too low, go to SHY. If no dip, use short‑term trend to choose QLD, QID, or bonds.
Rules-driven strategy that mainly holds leveraged tech (QLD) in uptrends, moves to bonds when overheated or during extremes, buys dips only if “cold but not freezing,” and may briefly hedge with the inverse QID. Uses RSI and trend filters to decide.
Out-of-sample, this strategy targets ~40.5% annualized return vs ~22.4% for the S&P, with Calmar ~1.11. It bets on tech in rallies, shifts to bonds/hedges in downturns, and aims higher long-term growth despite larger drawdowns (36% vs 19%).
When buying on low RSI also don't buy if it's too low and go to SHY. Made for catching strange extreme events at the expense of return and worse drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $533.0M | 2026-10-11 | |
| Backtest regulatory fees | $456k | 2026-10-11 | |
| Backtest slippage cost | $4.4M | 2026-10-11 |
| AI categories (Composer) | bonds, inverse hedging, leveraged etfs, nasdaq-100 focus, regime filter, rsi/mean reversion, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 47 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "BSV", "QID", "QLD", "QQQ", "SHY", "SPY", "SSO", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,897 | 2026-10-11 | |
| Out-of-sample length | 996 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 75.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5330k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 284.11% | 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) | 39.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 39.73% | 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) | 10.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.79% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.51% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.45 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.42% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
