Composer · investment strategy
by Composer Technologies · via Composer
Daily, it switches among QLD (2x Nasdaq‑100), PSQ (inverse), and SHV (cash‑like) using RSI and 200/20‑day averages to buy dips, step aside after big run‑ups, or short when the market is weak.
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 : 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 Capital preservation 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: QLD=2x Nasdaq‑100 (big tech), PSQ=−1x Nasdaq‑100 (rises when Nasdaq falls), SHV=short‑term Treasuries (cash‑like), SPY=S&P 500.<br>Each day: If QLD’s 10‑day RSI (0–100 speed gauge) <30 → QLD. Else if >80 → SHV. Else if SPY > its 200‑day avg → QLD. Else if QLD < its 20‑day avg → PSQ; otherwise QLD.
Daily, it switches among QLD (2x Nasdaq‑100), PSQ (inverse), and SHV (cash‑like) using RSI and 200/20‑day averages to buy dips, step aside after big run‑ups, or short when the market is weak.
Out-of-sample edge: ~44.8% annualized return vs ~18% for the S&P; Sharpe ~1.12, Calmar ~1.36. Daily rotation among QLD, PSQ, and SHV captures Nasdaq rallies while managing risk vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $48.6M | 2026-10-11 | |
| Backtest regulatory fees | $28k | 2026-10-11 | |
| Backtest slippage cost | $256k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, market timing, mean-reversion, moving averages, nasdaq-100, rsi, tactical asset allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 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[ "PSQ", "QLD", "SHV", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 486k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.50% | 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) | 31.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.27% | 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) | 11.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
