Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, tech‑tilted switcher. In uptrends it rides recent winners (QQQ or BOTZ) unless QQQ is overheated, then it briefly hedges (PSQ). In downtrends it buys deep dips (QLD or SPY) or turns defensive (PSQ/SH or SHY). Uses SPY’s 200‑day, RSI, and 5‑day returns.
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 2026-10-11
: 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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-11 ()
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% · 2026-10-11 ()
3 of 7 funds in its are : PSQ, QLD, SH
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Signals: long‑term trend, a 0–100 “heat” score (RSI), and 5‑day returns.<br>Uptrend (SPY > 200‑day avg): if QQQ is very hot (RSI>81), hold PSQ (bet against QQQ) briefly; else hold the 5‑day winner of QQQ or BOTZ (AI/robotics).<br>Downtrend: if QQQ is washed‑out (RSI<30) buy QLD (2× QQQ); else if SPY is washed‑out buy SPY; else if QQQ < 20‑day avg, split 50/50 between PSQ/SHY and SH/BOTZ; otherwise hold QQQ.
A rules‑based, tech‑tilted switcher. In uptrends it rides recent winners (QQQ or BOTZ) unless QQQ is overheated, then it briefly hedges (PSQ). In downtrends it buys deep dips (QLD or SPY) or turns defensive (PSQ/SH or SHY). Uses SPY’s 200‑day, RSI, and 5‑day returns.
Out-of-sample edge: ~34.9% annualized return vs 21.3% S&P; Sharpe ~1.34; Calmar ~1.40; max drawdown ~25% vs ~19% SPY. AI/tech tilt with trend/mean-reversion for bigger upside and risk control.
A strategy for long term investing in any market condition. In a bull run, everyone is a genius, in a bear market, do you know what to do?
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $388k | 2026-10-11 | |
| Backtest regulatory fees | $1,622 | 2026-10-11 | |
| Backtest slippage cost | $13k | 2026-10-11 |
| AI categories (Composer) | ai/robotics, inverse etfs, leveraged etfs, mean reversion, momentum, nasdaq/tech tilt, risk management, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BOTZ", "PSQ", "QLD", "QQQ", "SH", "SHY", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,527 | 2026-10-11 | |
| Out-of-sample length | 927 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3780% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 201.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.74% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.05% | 2026-10-11 |
Collective2
Composer Technologies · Composer
