Composer · investment strategy
by Composer Technologies · via Composer
Daily QQQ strategy that buys dips when QQQ/SPY are oversold, steps to cash when markets are overheated or very weak, and otherwise rides the uptrend using 200/20‑day averages. BRK.A is just a stand‑in for cash to enable long backtests.
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 ()
0 of 3 funds in its are
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
QQQ is a fund of big Nasdaq tech stocks; SPY tracks the S&P 500; BRK.A is Berkshire Hathaway (used here as “cash”). Each day it checks a momentum gauge (RSI‑10: a score of recent up vs down days). If QQQ or SPY are oversold (<30), buy QQQ. If either is overheated (>79), move to cash. Otherwise use trend: above the 200‑day average (200‑day = average price over ~10 months) stay in QQQ; if also below the 20‑day average go to cash; else QQQ.
Daily QQQ strategy that buys dips when QQQ/SPY are oversold, steps to cash when markets are overheated or very weak, and otherwise rides the uptrend using 200/20‑day averages. BRK.A is just a stand‑in for cash to enable long backtests.
Out-of-sample results show this tactical QQQ strategy delivering ~33% annualized return vs ~18.5% for the S&P, with lower drawdown (~15.8% vs 18.8%), higher risk-adjusted Sharpe (1.54 vs 1.13) and Calmar (~2.10). It follows trends but steps to cash on extremes.
how to use: 1. disable "trading pass" 2. change investment money to 1,000 instead of 100,000 to make non-fractional BRK.A as cash equivalent which go back to 1999 but oldest (2002) bond ETF TLT cannot
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7M | 2026-10-11 | |
| Backtest regulatory fees | $1,809 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, qqq-focused, risk-on/risk-off, rsi mean reversion, tactical asset allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 29 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.91 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BRK/A", "QQQ", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.05 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,740 | 2026-10-11 | |
| Out-of-sample length | 530 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 21.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 82.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
