Composer · investment strategy
by Composer Technologies · via Composer
Tech‑focused timing. In healthy markets it holds QQQ, briefly hedging with PSQ if QQQ gets overheated. In weak markets it buys QLD on deep dips, SPY on milder dips, or rotates to PSQ/SHY. Signals use RSI and moving averages.
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) · : 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% · 2026-10-11 ()
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% · 2026-10-11 ()
2 of 5 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.
Uses simple “trend” and “hot/cold” checks.<br>Trend: Is SPY above its 200‑day average? (A long‑term health line.)<br>Hot/cold: 10‑day RSI (0–100; high=hot/overbought, low=cold/oversold).<br>If trend is up: hold QQQ (Nasdaq‑100). If QQQ is too hot (RSI>81), briefly flip to PSQ (inverse QQQ).<br>If trend is down: buy QLD (2x QQQ) on deep dips (RSI<30), or SPY on milder dips; otherwise short QQQ via PSQ or sit in SHY (T‑bills) until QQQ firms.
Tech‑focused timing. In healthy markets it holds QQQ, briefly hedging with PSQ if QQQ gets overheated. In weak markets it buys QLD on deep dips, SPY on milder dips, or rotates to PSQ/SHY. Signals use RSI and moving averages.
Out-of-sample edge: ~38% annualized return vs SPY ~23%; Sharpe ~1.46; Calmar ~1.60. Drawdowns can be larger in downturns (≈23.7% vs 18.8%), but the tech-tilted timing targets superior risk-adjusted growth.
https://www.investorcollab.com
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.2M | 2026-10-11 | |
| Backtest regulatory fees | $6,925 | 2026-10-11 | |
| Backtest slippage cost | $59k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, market timing, risk-on/off, tactical allocation, tech/nasdaq focus, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 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[ "PSQ", "QLD", "QQQ", "SHY", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 295 | 2026-10-11 | |
| Watchers | 128 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,097 | 2026-10-11 | |
| Out-of-sample length | 753 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 71k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.01% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 162.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.92% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.38% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.27% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
