Composer · investment strategy
by Composer Technologies · via Composer
Tech‑tilted, rules‑based, daily rotation. Mostly rides a 2× Nasdaq fund in uptrends; in downtrends or extreme moves it flips to inverse QQQ or short‑term bonds. A small sleeve adds bond‑vs‑T‑bill and U.S. dollar switches.
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.
2 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.
0.4% 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 ()
79.7% 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 ()
4 of 10 funds in its are : PSQ, QID, QLD, SSO
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 Macro signals 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 splits 80/20 across two similar rule sets. First checks trend: is the S&P 500 above its 200‑day average? In uptrends it mainly holds a 2× Nasdaq fund (QLD), but if that gets “too hot” (very high short‑term RSI, a 0–100 hot/cold score) it briefly flips to its inverse (QID). In downtrends it rotates among inverse QQQ, short‑term bonds (BSV), or QLD using short‑term hot/cold readings, a 20‑day trend of QLD, and a quick 2‑ vs 5‑day return check. A smaller 20% sleeve adds a bond‑vs‑T‑bill check and can use QQQ/PSQ or the U.S. dollar (UUP).
Tech‑tilted, rules‑based, daily rotation. Mostly rides a 2× Nasdaq fund in uptrends; in downtrends or extreme moves it flips to inverse QQQ or short‑term bonds. A small sleeve adds bond‑vs‑T‑bill and U.S. dollar switches.
Out-of-sample edge: 35.66% annualized vs 23.26% S&P, Calmar ~1, Sharpe ~1.09. Tech-tilted, rules-based rotations capture big upside in uptrends and protect with inverses/bonds in dips; higher upside with disciplined risk.
by DereckNielsen
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $232.7M | 2026-10-11 | |
| Backtest regulatory fees | $171k | 2026-10-11 | |
| Backtest slippage cost | $1.6M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etf rotation, long/short, risk-on/risk-off, tactical trend and momentum, tech-heavy | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 97 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.71 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "IEF", "PSQ", "QID", "QLD", "QQQ", "SPY", "SSO", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.40 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,865 | 2026-10-11 | |
| Out-of-sample length | 999 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 68.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2327k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 235.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.32% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.20% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.56 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
