Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based rotation across Nasdaq/S&P and Treasuries. Uses trend (200‑day), short‑term “hot/cold” triggers (RSI), and 5‑day momentum to choose between leveraged longs (QLD/SSO), inverse tech (QID), or TLT for defense.
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 6 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.
Tickers: SPY=S&P 500; QQQ=Nasdaq‑100; QLD=2× QQQ; QID=−2× QQQ; SSO=2× S&P; TLT=long Treasuries.<br>Daily rules:<br>• If SPY > its 200‑day avg: own the stronger of QQQ or QLD by 5‑day return, unless QQQ is extremely “hot” (10‑day RSI>81) → own QID instead.<br>• If SPY ≤ its 200‑day avg: if QQQ RSI<30 → QLD; else if SPY RSI<30 → SSO; else if QQQ < its 20‑day avg → split 50/50 between winners of {QID vs TLT} and {QID vs QLD}; else SSO.<br>RSI = 10‑day “hot/cold” gauge (>81 hot, <30 cold).
Daily, rules‑based rotation across Nasdaq/S&P and Treasuries. Uses trend (200‑day), short‑term “hot/cold” triggers (RSI), and 5‑day momentum to choose between leveraged longs (QLD/SSO), inverse tech (QID), or TLT for defense.
Out-of-sample edge: 50.1% annualized return vs 22.1% for the S&P, Calmar 1.55, Sharpe ~1.41. A rules-based rotation using leveraged tech/broad exposures (QLD/SSO) for upside, with drawdowns ~32% vs ~19% in down markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $68.9M | 2026-10-11 | |
| Backtest regulatory fees | $203k | 2026-10-11 | |
| Backtest slippage cost | $1.9M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, tactical allocation, treasuries, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QID", "QLD", "QQQ", "SPY", "SSO", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 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) | 0.73 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,082 | 2026-10-11 | |
| Out-of-sample length | 905 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 54.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 689k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 330.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.75% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 61.76 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
