Composer · investment strategy
by Composer Technologies · via Composer
Tech-first, rules-based: long QQQ in healthy uptrends; when the market runs too hot, hedge with UVXY. In weak markets, it buys deep dips or shifts to inverse QQQ, staples, or Treasuries/short bonds using short-term signals.
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 ()
2 of 7 funds in its are : PSQ, UVXY
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.
Goal: own tech (QQQ) most of the time, hedge or go defensive when risk rises. First it checks the trend: SPY above/below its 200‑day average (healthy vs weak). It uses a 10‑day RSI (0–100 heat gauge: >80 very hot; <30 very cold) and QQQ’s 20‑day average. Healthy: hold QQQ; if QQQ/SPY get very hot, switch briefly to UVXY (volatility spike play). Weak: buy deep dips (QQQ/SPY <30 RSI) or rotate among UVXY, PSQ (inverse QQQ), XLP (staples), TLT (Treasuries), or BSV (short bonds).
Tech-first, rules-based: long QQQ in healthy uptrends; when the market runs too hot, hedge with UVXY. In weak markets, it buys deep dips or shifts to inverse QQQ, staples, or Treasuries/short bonds using short-term signals.
Out-of-sample edge: ~34% annual return vs SPY ~20%, higher risk-adjusted Sharpe (~1.5 vs 1.3) and Calmar (~1.89), with ~18% max drawdown. Tech-first, rules-based strategy using hedges and defensive rotations to capture upside while limiting risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $110.6M | 2026-10-11 | |
| Backtest regulatory fees | $137k | 2026-10-11 | |
| Backtest slippage cost | $1.3M | 2026-10-11 |
| AI categories (Composer) | defensive rotation, etf rotation, mean reversion, nasdaq 100, tactical asset allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 56 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "PSQ", "QQQ", "SPY", "TLT", "UVXY", "XLP" ] | 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) | 0.75 | 2026-10-11 |
| Remixes (copies) | 79 | 2026-10-11 | |
| Watchers | 26 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 970 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 86.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1106k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 212.47% | 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) | 13.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.33% | 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) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.05% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
