Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based swings between QQQ, SHY, QLD, or UVXY using simple “hot/cold” readings and trend checks—contrarian bets at extremes, trend-following otherwise; tech-heavy when risk-on, Treasuries or volatility when risk-off.
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 ()
2 of 5 funds in its are : QLD, 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.
Each day the rules pick one of four stances:<br>• If the Nasdaq-100 (QQQ) looks extremely “hot,” bet on a volatility spike with UVXY (all UVXY if the whole market is hot; otherwise 34% UVXY/66% SHY).<br>• If QQQ looks washed out, buy 2x QQQ (QLD) for a rebound.<br>• Otherwise, follow the trend: if the S&P 500 (SPY) is above its 108- or 34-day average, hold QQQ; if not, sit in SHY (short-term Treasuries).
Daily, rules-based swings between QQQ, SHY, QLD, or UVXY using simple “hot/cold” readings and trend checks—contrarian bets at extremes, trend-following otherwise; tech-heavy when risk-on, Treasuries or volatility when risk-off.
Out-of-sample: ~28% annualized return vs ~21% for the S&P, Calmar ~1.92. Daily, rules-based shifts among QQQ/UVXY/QLD/SHY offer higher growth potential with regime-aware risk management vs the broad market.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.7M | 2026-10-19 | |
| Backtest regulatory fees | $8,425 | 2026-10-19 | |
| Backtest slippage cost | $74k | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion, quant, risk-on/risk-off, tactical allocation, trend following, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 31 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QLD", "QQQ", "SHY", "SPY", "UVXY" ] | 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) | 1.30 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-19 |
| Remixes (copies) | 33 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 328 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 52.64% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 57k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.03% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.25% | ||
| 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) | 16.98% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 21.17% | ||
| 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) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.27 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.92 | ||
| Maximum drawdown, backtest period (backtest) | -23.18% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.62% | ||
| Sharpe ratio, backtest period (backtest) | 1.83 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Sortino ratio, backtest period (backtest) | 3.51 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.76% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.18% |
| Annualized turnover, backtest period (backtest) | 24.67 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.44 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.49% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.57% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
