Composer · investment strategy
by Composer Technologies · via Composer
Tech‑tilted, rules‑based trading that shifts among leveraged Nasdaq (QLD), hedges (PSQ), broad stocks (SPY), and Treasuries (SHY/TLT/TBT). It uses trend, volatility, and overbought/oversold cues to decide when to press or protect.
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.
0.0% 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. : 99% · 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 ()
3 of 7 funds in its are : PSQ, QLD, TBT
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.
1) Big picture: Is the S&P 500 (SPY) above its 200‑day average (an uptrend)? If yes and long‑term Treasuries (TLT) also trend up, it rides the Nasdaq: buys QLD when swings are calm, but briefly hedges with PSQ if QQQ is extremely hot (RSI>81). If swings aren’t calm, it holds SPY+SHY. If TLT isn’t trending up, it trades bonds (TLT, or TBT vs SHY by strength). If SPY is below its 200‑day, it’s cautious: it buys QLD only on extreme washouts (RSI<30); otherwise it picks PSQ or SHY when QQQ is below key averages, and QLD when it’s above. RSI is a 0–100 “heat” score.
Tech‑tilted, rules‑based trading that shifts among leveraged Nasdaq (QLD), hedges (PSQ), broad stocks (SPY), and Treasuries (SHY/TLT/TBT). It uses trend, volatility, and overbought/oversold cues to decide when to press or protect.
Regime-driven, tech-tilted strategy with hedges and a bond overlay. OOS (1,343 days): 18.8%/yr, Sharpe 0.76, Calmar 0.84. Diversified risk controls and Nasdaq exposure offer risk-adjusted upside vs SPY.
https://www.loom.com/share/05de0bd4f1454709834577384d5f98d9
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.0M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $90k | 2026-10-11 |
| AI categories (Composer) | equities, leveraged etfs, mean reversion, risk management, tactical asset allocation, treasuries, trend-following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "PSQ", "QLD", "QQQ", "SHY", "SPY", "TBT", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,629 | 2026-10-11 | |
| Out-of-sample length | 922 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 50k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.82% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 88.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.82% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.71% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.96 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
