Composer · investment strategy
by Composer Technologies · via Composer
Rules-based switch among QLD (2× Nasdaq‑100), TLT (long Treasuries), and QID (−2× Nasdaq). Uses SPY’s 200‑day trend, RSI “heat/cold,” and QLD’s 20‑day trend to ride tech uptrends, cool off in bonds, or go inverse in weak markets.
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 ()
2 of 4 funds in its are : QID, 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 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.
Each day: 1) If SPY is above its 200‑day average, hold QLD (2× Nasdaq‑100) unless QLD’s RSI (a price “speedometer”) is very hot (>77); then hold TLT (long US Treasuries). 2) If SPY is below, hold QLD only if very cold (RSI<32) or above its 20‑day average; else hold the stronger of TLT or QID (−2× Nasdaq).
Rules-based switch among QLD (2× Nasdaq‑100), TLT (long Treasuries), and QID (−2× Nasdaq). Uses SPY’s 200‑day trend, RSI “heat/cold,” and QLD’s 20‑day trend to ride tech uptrends, cool off in bonds, or go inverse in weak markets.
Rules-driven rotation among QLD, TLT, and QID seeks bigger tech upside while managing risk. In out-of-sample testing, it delivered ~31.2% annualized return vs SPY’s ~18.4%, with Calmar ~0.87; note it can incur larger drawdowns (~35.7%) in bear markets.
Original framework by /u/derecknielsen Modded by Hinnom_TX. Reintroduced the overbought RSI test
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $461.9M | 2026-10-11 | |
| Backtest regulatory fees | $374k | 2026-10-11 | |
| Backtest slippage cost | $3.6M | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, momentum, moving average, nasdaq-100, rsi, tactical allocation, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 22 | 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", "SPY", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,080 | 2026-10-11 | |
| Out-of-sample length | 581 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 70.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4619k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.23% | 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) | 16.66% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.66% | 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) | 11.40% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.98 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.01 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.42% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
