Composer · investment strategy
by Composer Technologies · via Composer
A daily switch among 2x Nasdaq (QLD), −2x Nasdaq (QID), and long Treasuries (TLT). Uses a 200‑day market health line plus a short‑term “heat/cold” score to ride uptrends, fade extreme surges, and seek safety 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 it picks one fund: QLD (about 2x the Nasdaq‑100), QID (about −2x the Nasdaq‑100), or TLT (long US Treasury bonds). It first checks if the market (SPY) is above its 200‑day average (a health line). If healthy, it holds QLD unless a short‑term “heat” score (RSI, 0–100) is extremely high, then it switches to QID for a pullback. If unhealthy, it buys QLD only when very “cold”; otherwise it chooses QID or TLT (whichever looks stronger) or flips between QID/QLD using that heat/cold score.
A daily switch among 2x Nasdaq (QLD), −2x Nasdaq (QID), and long Treasuries (TLT). Uses a 200‑day market health line plus a short‑term “heat/cold” score to ride uptrends, fade extreme surges, and seek safety in weak markets.
Out-of-sample, this strategy targets ~49% annualized returns vs ~18% for the S&P, with ~1.16 Sharpe and 1.36 Calmar. Higher upside and risk-adjusted edge, though ~36% drawdown. Dynamic QLD/QID/TLT tilts ride uptrends and guard declines.
7/27/2006
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $995.6M | 2026-10-11 | |
| Backtest regulatory fees | $723k | 2026-10-11 | |
| Backtest slippage cost | $6.9M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, nasdaq-100, risk-on/risk-off, tactical allocation, treasuries, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 33 | 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) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,082 | 2026-10-11 | |
| Out-of-sample length | 532 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 76.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9956k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 132.82% | 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) | 39.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 39.94% | 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) | 11.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.93% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.16 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
