Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, tech-tilted switch: buy QQQ when momentum is favorable, hide in T‑Bills when weak, and briefly shift to VIXY when QQQ is extremely “hot.” Uses inverse‑QQQ vs Treasury momentum for confirmation. 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.
5 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.
0.1% of weight in (IVV: 3.0%)
4 funds (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. : 99% · 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 9 funds in its are : PSQ
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.
Daily the rules check momentum using RSI (a 0–100 “hot/cold” speed gauge for price). 1) If QQQ (big US tech) is very “hot” (10‑day RSI>80), buy VIXY (fear index ETF). 2) Else if QQQ is very “cold” (RSI<30), buy QQQ. 3) Else compare PSQ (inverse QQQ) vs IEF (7–10y Treasuries): if PSQ looks weaker, buy QQQ; otherwise sit in BIL (T‑Bills). Other draft signals are off.
A rules-based, tech-tilted switch: buy QQQ when momentum is favorable, hide in T‑Bills when weak, and briefly shift to VIXY when QQQ is extremely “hot.” Uses inverse‑QQQ vs Treasury momentum for confirmation. Rebalanced daily.
Out-of-sample, this strategy beats the S&P 500 on key metrics: Sharpe ~2.50 vs ~1.75, annualized return ~31.8% vs ~22.8%, and drawdowns ~4.6% vs ~8.9%, with Calmar ~6.95—delivering higher growth at substantially lower risk.
First attempt from running v1 of I am Captain Now's Colab Script
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $868k | 2026-10-19 | |
| Backtest regulatory fees | $2,460 | 2026-10-19 | |
| Backtest slippage cost | $21k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, momentum (rsi), risk-on/risk-off, tactical asset allocation, tech-heavy, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 44 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CORP", "FDN", "IEF", "IYT", "PSQ", "QQQ", "VIXY", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 |
| Remixes (copies) | 119 | 2026-10-19 | |
| Watchers | 74 | 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) | 32.75% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 8584% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.85% | ||
| Return, trailing 1 day (out-of-sample) | -1.79% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.51% | ||
| Return, trailing 1 week (out-of-sample) | -1.16% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 22.32% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 26.18% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.09% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.43% | ||
| SPY annualized return over the backtest window (backtest) | 14.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.58 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.95 | ||
| Maximum drawdown, backtest period (backtest) | -20.69% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.57% | ||
| Sharpe ratio, backtest period (backtest) | 1.84 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.50 | ||
| Sortino ratio, backtest period (backtest) | 3.11 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.03 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.08% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.31% |
| Annualized turnover, backtest period (backtest) | 34.26 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.76 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.92% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.43% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
