Composer · investment strategy
by Composer Technologies · via Composer
Daily, QQQ‑centric rotation. Ride uptrends; when overheated, park half in a volatility hedge (VIXY) and T‑bills. In downtrends, hunt oversold bounces or switch to inverse QQQ (PSQ) or Treasuries (TLT).
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 ()
1 of 7 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.
It uses two dials: the 200‑day average (long‑term trend) and RSI(10), a 0–100 heat gauge of recent moves (high=hot, low=cold).<br>Uptrend: hold QQQ (Nasdaq‑100) unless very hot, then split VIXY (volatility hedge) and BIL (T‑bills).<br>Downtrend: try oversold bounces via XLK (big‑tech) or SPY; else pick PSQ (inverse QQQ) or TLT (Treasuries) based on short‑term weakness.<br>Main exposures: tech, broad US stocks, inverse tech, Treasuries, volatility, cash.
Daily, QQQ‑centric rotation. Ride uptrends; when overheated, park half in a volatility hedge (VIXY) and T‑bills. In downtrends, hunt oversold bounces or switch to inverse QQQ (PSQ) or Treasuries (TLT).
Out-of-sample, this strategy yields ~37.66% annualized return vs SPY's ~28.34%, with Calmar ~3.24 and Sharpe ~1.85. Expect higher growth with manageable risk, though drawdowns can run ~11.62% vs SPY's ~8.89%.
Unleveraged TQQQ FTLT
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.6M | 2026-10-19 | |
| Backtest regulatory fees | $3,298 | 2026-10-19 | |
| Backtest slippage cost | $29k | 2026-10-19 |
| AI categories (Composer) | inverse etf, market timing, momentum, qqq-centric, tactical asset allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 39 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QQQ", "SPY", "TLT", "VIXY", "XLK" ] | 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) | 1.24 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,970 | 2026-10-19 | |
| Out-of-sample length | 371 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 42.26% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 26k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.07% | ||
| 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) | 16.62% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.13% | ||
| 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) | 14.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.24 | ||
| Maximum drawdown, backtest period (backtest) | -22.06% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.62% | ||
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.85 | ||
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.51 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.22% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.20% |
| Annualized turnover, backtest period (backtest) | 21.90 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.30 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.65% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.80% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
