Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily-rebalanced stock strategy: ride QQQ in uptrends, shift to Berkshire (BRK/A) or a defensive staples/health mix when momentum weakens, and buy some sharp dips. Uses moving averages, RSI, and recent returns since 1999.
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 ()
0 of 8 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 Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 switches among QQQ (Nasdaq‑100), BRK/A (Berkshire Hathaway), or a defensive mix of XLP (consumer staples) and XLV (health care). Trend = price vs 200‑/25‑day averages. RSI is a 0–100 “heat” gauge (low=washed‑out, high=hot). It buys QQQ in uptrends, parks in Berkshire or staples/health when weak, and occasionally buys sharp dips. In downtrends it’s mostly defensive, with rare rebound buys and a tech‑vs‑energy check. Rebalanced daily.
Rules-based, daily-rebalanced stock strategy: ride QQQ in uptrends, shift to Berkshire (BRK/A) or a defensive staples/health mix when momentum weakens, and buy some sharp dips. Uses moving averages, RSI, and recent returns since 1999.
Out-of-sample, the strategy delivers ~32.8% annualized return, Sharpe ~1.71, max drawdown ~12.4%, versus the S&P’s ~18.5% return with ~18.8% drawdown and Sharpe ~1.13. Calmar ~2.65 over 774 days—more upside, less risk.
BRK/A = BIL if you set the starting cash to $500 and turn off the trading pass, but with a longer backtest
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.1M | 2026-10-11 | |
| Backtest regulatory fees | $23k | 2026-10-11 | |
| Backtest slippage cost | $216k | 2026-10-11 |
| AI categories (Composer) | equities-only, mean reversion, risk management, sector rotation, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 75 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.73 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BRK/A", "QQQ", "SPY", "XLE", "XLF", "XLK", "XLP", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 130 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,879 | 2026-10-11 | |
| Out-of-sample length | 530 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 61k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.77% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.55% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.01% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 46.79% | 2026-10-11 |
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