Composer · investment strategy
by Composer Technologies · via Composer
A tactical, Nasdaq‑tilted plan: buy QQQ when the broader market trend is healthy, hide in T‑bills when it’s weak, bet on volatility after sharp run‑ups, and use 2x QLD after sharp sell‑offs. Rebalanced daily.
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) · : 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% · 2026-10-19 ()
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 ()
1 of 5 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 Leveraged ETFs 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 check.<br>- If QQQ (Nasdaq‑100/big tech) 10‑day RSI—a 0–100 “heat” gauge of recent gains vs losses—>79 → hold 50% BIL (T‑bills, cash‑like) + 50% VIXY (tends to rise when fear/volatility spikes).<br>- Else if RSI <29.5 → 100% QLD (2x QQQ).<br>- Else if SPY (S&P 500) > its 200‑day avg → QQQ; else if > its 30‑day avg → QQQ; otherwise BIL.
A tactical, Nasdaq‑tilted plan: buy QQQ when the broader market trend is healthy, hide in T‑bills when it’s weak, bet on volatility after sharp run‑ups, and use 2x QLD after sharp sell‑offs. Rebalanced daily.
Out-of-sample edge: 31.22% annualized return vs 22.76% for the S&P, with Calmar ~2.68, signaling stronger risk-adjusted growth. A daily-rebalanced mix of trend, mean-reversion, and volatility hedges aims to outperform while keeping risk in check.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7M | 2026-10-19 | |
| Backtest regulatory fees | $2,603 | 2026-10-19 | |
| Backtest slippage cost | $22k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, nasdaq-100, tactical, trend, us equities, vol hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 20 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QLD", "QQQ", "SPY", "VIXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.33 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-19 |
| Remixes (copies) | 34 | 2026-10-19 | |
| Watchers | 12 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,970 | 2026-10-19 | |
| Out-of-sample length | 356 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 38.57% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.22% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.00% | ||
| Return, trailing 1 day (out-of-sample) | -2.52% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 week (out-of-sample) | -2.66% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 18.95% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.22% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.96% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.23% | ||
| SPY annualized return over the backtest window (backtest) | 14.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.79 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.68 | ||
| Maximum drawdown, backtest period (backtest) | -21.51% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.63% | ||
| Sharpe ratio, backtest period (backtest) | 1.58 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | ||
| Sortino ratio, backtest period (backtest) | 2.69 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.15% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.02% |
| Annualized turnover, backtest period (backtest) | 19.80 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.28 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.09% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.90% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
