Composer · investment strategy
by Composer Technologies · via Composer
Tech‑tilted tactical strategy: rides uptrends with 20–100% in 2x Nasdaq (QLD), takes quick leveraged bounce trades when oversold, and shifts to one defensive sector/bond ETF when trends weaken. Daily rebalanced; uses moving averages and RSI.
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.
5.3% 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. : 74% · 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 ()
7 of 21 funds in its are : QLD, ROM, SOXL, TECL, TQQQ, UGE, UPRO
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.
Tools used: (1) Moving averages (average price over N days). A short MA above a long MA = uptrend. (2) RSI, a 0–100 gauge of how stretched price is; low=washed out, high=hot.<br>Logic: If the Nasdaq (QQQ) isn’t in an uptrend, hold one defensive ETF (staples/utilities/health care/bonds). If it is and short‑term is washed out, buy two strong leveraged funds for a bounce. Otherwise keep 20% in QLD (2x Nasdaq) and, using tech vs KMLM (trend‑following) and transports vs S&P checks, put the other 80% in QLD or a defensive ETF. Rebalanced daily.
Tech‑tilted tactical strategy: rides uptrends with 20–100% in 2x Nasdaq (QLD), takes quick leveraged bounce trades when oversold, and shifts to one defensive sector/bond ETF when trends weaken. Daily rebalanced; uses moving averages and RSI.
Out-of-sample edge: Sharpe 1.76 vs 1.40, annualized return ~67.6% vs 18.6%, positive alpha, and strong Calmar ~4.91—tech-led, adaptive exposure aiming for bigger upside with disciplined risk vs the S&P 500.
Small tweaks, subbing in Safe Sectors & Bonds here and there. Subbed QLD for QQQ. SS&B & QLD carriy the weight here, and the RSI2 leg juices returns every now and then.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $340k | 2026-10-19 | |
| Backtest regulatory fees | $1,471 | 2026-10-19 | |
| Backtest slippage cost | $11k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, defensive rotation, leveraged etfs, momentum/rsi, tactical allocation, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 60 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.89 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "CORP", "IYT", "KMLM", "LQD", "QLD", "QQQ", "ROM", "SOXL", "SPAB", "SPY", "TECL", "TLT", "TQQQ", "UGE", "UPRO", "VBF", "XLK", "XLP", "XLU", "XLV" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-19 |
| Remixes (copies) | 28 | 2026-10-19 | |
| Watchers | 23 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 206 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 83.32% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3298% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.97% | ||
| Return, trailing 1 day (out-of-sample) | 1.32% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.22% | ||
| Return, trailing 1 week (out-of-sample) | 4.47% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 66.39% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.74% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.51% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.91 | ||
| Maximum drawdown, backtest period (backtest) | -28.57% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.77% | ||
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.76 | ||
| Sortino ratio, backtest period (backtest) | 4.29 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.66 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.32% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.28% |
| Annualized turnover, backtest period (backtest) | 96.71 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 101.29 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.95% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.88% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
