Composer · investment strategy
by Composer Technologies · via Composer
Own 2× Nasdaq‑100 (QLD) when the market trends up, or when QQQ is deeply oversold; otherwise sit in bonds (VBF). Tech‑heavy risk when on, bonds when off. Rebalanced daily. Backtested since 2006. Risks: leverage, whipsaws, bond fund volatility.
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.
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% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 4 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.
Daily, it picks one holding.<br>- If the broad market is in an uptrend (SPY’s 21‑day average price is above its 210‑day average), it buys QLD, which targets 2× the daily move of the tech‑heavy Nasdaq‑100 (QQQ).<br>- If not in an uptrend: it buys QLD only when QQQ looks washed out (10‑day RSI < 30; RSI gauges how stretched recent drops are). Otherwise it holds VBF, a bond fund.
Own 2× Nasdaq‑100 (QLD) when the market trends up, or when QQQ is deeply oversold; otherwise sit in bonds (VBF). Tech‑heavy risk when on, bonds when off. Rebalanced daily. Backtested since 2006. Risks: leverage, whipsaws, bond fund volatility.
Out-of-sample annualized return ~56% vs S&P ~20%, with favorable risk-adjusted gains (Calmar ~2.41). Uses a trend filter plus dip-buy on QQQ and a bond hedge. Higher upside, but potential larger drawdowns in downturns.
This simple strategy beats the market and has less drawdown. 2x leverage added during oversold condition. Mod Backtested to 6/21/2006.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.0M | 2026-10-19 | |
| Backtest regulatory fees | $1,236 | 2026-10-19 | |
| Backtest slippage cost | $7,127 | 2026-10-19 |
| AI categories (Composer) | bonds hedge, daily rebalance, leveraged etfs, risk-on/risk-off, rsi dip-buying, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 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", "SPY", "VBF" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.90 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 5,113 | 2026-10-19 | |
| Out-of-sample length | 199 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 35.86% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 50k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.55% | ||
| Return, trailing 1 day (out-of-sample) | -5.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | ||
| Return, trailing 1 week (out-of-sample) | -7.51% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 27.00% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -10.07% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.70% | ||
| SPY annualized return over the backtest window (backtest) | 11.36% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.41 | ||
| Maximum drawdown, backtest period (backtest) | -51.34% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.11% | ||
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 1.49 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 36.11% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.66% |
| Annualized turnover, backtest period (backtest) | 4.34 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.64% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
