Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based strategy centered on the Nasdaq-100 (QQQ). It rides uptrends (sometimes with 2x QLD), shifts to Treasuries or cash when moves look overdone, and can short QQQ/semiconductors during selloffs or overheated spikes.
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 ()
6 of 12 funds in its are : PSQ, QID, QLD, SOXS, TQQQ, USD
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 Aggressive risk 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.
Daily checks: trend (price vs 20- & 200-day averages), speed (RSI = a score of recent ups vs downs), and recent % moves. In healthy uptrends it owns QQQ; after sharp dips it may use 2x QLD. If stretched up, it parks in Treasuries or briefly shorts semis. If trends break or drops are big, it shifts to Treasuries/cash or inverse QQQ (PSQ/QID). It uses TQQQ (3x QQQ) only to spot extremes.
Daily, rules-based strategy centered on the Nasdaq-100 (QQQ). It rides uptrends (sometimes with 2x QLD), shifts to Treasuries or cash when moves look overdone, and can short QQQ/semiconductors during selloffs or overheated spikes.
Out-of-sample: near-SPY growth (~21.17% vs 21.91%), powered by a rules-based Nasdaq‑100 system and hedges (treasuries and inverse/levered ETFs) to dampen volatility. Calmar ~0.60, Sharpe ~0.71—risk-managed growth, not just market beta.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.1M | 2026-10-11 | |
| Backtest regulatory fees | $33k | 2026-10-11 | |
| Backtest slippage cost | $307k | 2026-10-11 |
| AI categories (Composer) | crash protection, daily rebalance, leveraged/inverse etfs, nasdaq-100 focus, semiconductors tilt, tactical allocation, treasuries hedge, trend and mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 231 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "PSQ", "QID", "QLD", "QQQ", "SHV", "SMH", "SOXS", "SPY", "TLT", "TQQQ", "USD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 131k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.79% | 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) | -6.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -6.64% | 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) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.20% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
