Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rides NASDAQ-100 strength with 2x QLD and buys sharp dips; otherwise it holds one oversold defensive fund (XLP, XLU, or VBF). Uses 50/200-day trend, 20-day returns, and short-term RSI to switch.
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 2026-10-19
: 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.
2.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 5 funds in its are : 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 checks the NASDAQ-100 (ticker QQQ). If QQQ’s 50-day average price is above its 200-day and recent 20-day returns are >1%, or if QQQ looks oversold (RSI<30; a short-term gauge of how fast price fell), it buys QLD, a 2x fund tied to QQQ. Otherwise it holds one defensive fund - consumer staples (XLP), utilities (XLU), or a bond fund (VBF) - picking the one that is most oversold. Rebalanced daily.
Daily, it rides NASDAQ-100 strength with 2x QLD and buys sharp dips; otherwise it holds one oversold defensive fund (XLP, XLU, or VBF). Uses 50/200-day trend, 20-day returns, and short-term RSI to switch.
Out-of-sample annualized return ~39.7% with Calmar ~2.01, delivering a strong risk-adjusted edge vs the S&P. Daily signals drive leveraged QLD exposure on momentum or dips, or rotate to the most oversold defensives for disciplined upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30.2M | 2026-10-19 | |
| Backtest regulatory fees | $91k | 2026-10-19 | |
| Backtest slippage cost | $816k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, defensive rotation (xlp/xlu/vbf), leveraged etf (qld), mean reversion, nasdaq-100 signals, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 23 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QLD", "QQQ", "VBF", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-19 |
| Remixes (copies) | 35 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 5,113 | 2026-10-19 | |
| Out-of-sample length | 334 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 48.43% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 302k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.69% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.71% | ||
| Return, trailing 1 day (out-of-sample) | -5.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.53% | ||
| Return, trailing 1 week (out-of-sample) | -7.53% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.93% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 25.85% | ||
| Return, trailing 2 weeks (out-of-sample) | -10.09% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.09% | ||
| SPY annualized return over the backtest window (backtest) | 11.36% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.54 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.01 | ||
| Maximum drawdown, backtest period (backtest) | -31.49% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.71% | ||
| Sharpe ratio, backtest period (backtest) | 1.47 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | ||
| Sortino ratio, backtest period (backtest) | 2.30 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 29.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.36% |
| Annualized turnover, backtest period (backtest) | 50.17 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.50 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.37% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.99% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
