Composer · investment strategy
by Composer Technologies · via Composer
Daily rules to time leveraged stock exposure: hold 2x Nasdaq‑100 when the market is healthy or washed out/rallying; step into T‑bills when things are overheated or weak. Defaults to QLD and BIL; user can swap to 3x or S&P 500 leverage.
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.
Each day: 1) If QQQ or SPY look “too hot” (10‑day RSI > 80), move to BIL (T‑bills). RSI is a 0–100 heat gauge; >80 = very hot, <30 = washed out.<br>Else 2) If SPY > its 200‑day average, hold leveraged QQQ (QLD).<br>Else 3) If SPY > 25‑day or QQQ RSI < 30, hold QLD; otherwise hold BIL.
Daily rules to time leveraged stock exposure: hold 2x Nasdaq‑100 when the market is healthy or washed out/rallying; step into T‑bills when things are overheated or weak. Defaults to QLD and BIL; user can swap to 3x or S&P 500 leverage.
Out-of-sample edge: ~41.8% annualized return vs ~20.9% for the S&P, with Calmar ~1.87—solid risk-adjusted gains. Drawdowns can be larger, but rules shift to cash in heat and leverage only on clear uptrends.
This symphony uses VERY simple rules based logic to exit leverage from time to time. Prefer 3x? Swap out QLD (2x) for TQQQ (3x). Prefer leveraged SPY to leveraged QQQ? Swap out TQQQ/QLD for UPRO (3x) or SSO (2x). This strategy will beat buy & hold leverage on a long enough timeframe. Add TQQQ, QLD, etc. as benchmarks to the backtest and see for yourself.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.0M | 2026-10-19 | |
| Backtest regulatory fees | $9,113 | 2026-10-19 | |
| Backtest slippage cost | $75k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, market timing, momentum/rsi, risk management, tactical allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 31 | 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[ "BIL", "QLD", "QQQ", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.53 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-19 |
| Remixes (copies) | 44 | 2026-10-19 | |
| Watchers | 18 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 324 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 42.85% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 100k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 55.60% | ||
| 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) | 17.20% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 28.33% | ||
| 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) | 10.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.89 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.87 | ||
| Maximum drawdown, backtest period (backtest) | -48.12% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.38% | ||
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Sortino ratio, backtest period (backtest) | 1.74 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 36.57% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.10% |
| Annualized turnover, backtest period (backtest) | 19.32 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.44 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.28% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.32% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
