Composer · investment strategy
by Composer Technologies · via Composer
Mostly owns QQQ (big US tech) when market trends up or QQQ looks washed out; otherwise steps aside into a bond fund (VBF). Checks signals daily. Heavy tech exposure with a bonds fallback in weak markets.
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 ()
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.
What the funds are: QQQ = a fund of the biggest Nasdaq tech‑driven companies. SPY = a broad US stock market fund used as the market thermometer. VBF = a bond fund for safety. Indicators: A moving average is the recent average price (short > long = uptrend). RSI is a 0–100 “heat” score of recent ups vs downs; below 30 = washed out. Daily rules: If SPY’s 21‑day avg > 210‑day avg, hold QQQ. Else if QQQ’s RSI(10) < 30, hold QQQ. Else if SPY > its 31‑day avg, hold QQQ. Otherwise hold VBF.
Mostly owns QQQ (big US tech) when market trends up or QQQ looks washed out; otherwise steps aside into a bond fund (VBF). Checks signals daily. Heavy tech exposure with a bonds fallback in weak markets.
Out-of-sample return ~31% vs SPY ~23.7%; risk-adjusted: Sharpe ~1.61, Calmar ~2.61. Tech-heavy trend exposure with bond safety offers higher upside with controlled risk vs the S&P 500.
Swapped VBF for SHY to get back to 1999, DD from 28% to 39%. Original - KvA0KYc57MQSyykdWcFs
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 | $973 | 2026-10-19 | |
| Backtest slippage cost | $6,279 | 2026-10-19 |
| AI categories (Composer) | bonds, mean-reversion, momentum, risk-on/risk-off, tactical allocation, trend-following, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPY", "VBF" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.38 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-19 |
| Remixes (copies) | 19 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 6,935 | 2026-10-19 | |
| Out-of-sample length | 360 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.45% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.27% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.72% | ||
| Return, trailing 1 day (out-of-sample) | -2.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 week (out-of-sample) | -3.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 18.02% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.60% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.00% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | ||
| SPY annualized return over the backtest window (backtest) | 8.62% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.53 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.61 | ||
| Maximum drawdown, backtest period (backtest) | -38.81% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.96% | ||
| Sharpe ratio, backtest period (backtest) | 0.90 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.61 | ||
| Sortino ratio, backtest period (backtest) | 1.33 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 23.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.92% |
| Annualized turnover, backtest period (backtest) | 8.79 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.72% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.11% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
