Composer · investment strategy
by Composer Technologies · via Composer
Rule‑based QQQ strategy: ride tech in uptrends, but when prices look overheated it hides in bonds/gold. In weak markets it quickly shifts among QQQ, inverse QQQ, Treasuries, or cash. A smaller sleeve adds extra crash/sideways protection with 2x long/short toggles.
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 ()
4 of 12 funds in its are : PSQ, QID, QLD, 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.
First it checks if the broad market (SPY) is in an uptrend (price above its 200‑day average). In uptrends it mainly holds QQQ; if short‑term heat builds (high RSI), it parks in Treasuries or gold. In weak markets it rotates among QQQ, inverse QQQ, Treasuries, or cash using short‑term trend and overbought/oversold cues. A small sleeve (~30%) adds extra bear/sideways rules, toggling between 2x long or 2x short QQQ and sometimes semiconductors. RSI = 0–100 heat gauge.
Rule‑based QQQ strategy: ride tech in uptrends, but when prices look overheated it hides in bonds/gold. In weak markets it quickly shifts among QQQ, inverse QQQ, Treasuries, or cash. A smaller sleeve adds extra crash/sideways protection with 2x long/short toggles.
Out-of-sample, this rule-based tech strategy captures Nasdaq upside with hedges in Treasuries/gold. It shows ~36.4% annualized return vs ~18.4% for SPY, Sharpe ~1.30 vs 1.15, and Calmar ~1.55—stronger risk-adjusted performance despite higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.2M | 2026-10-11 | |
| Backtest regulatory fees | $8,252 | 2026-10-11 | |
| Backtest slippage cost | $71k | 2026-10-11 |
| AI categories (Composer) | crash defense, leverage & inverse etfs, tactical rotation, tech-focused (qqq), treasuries/gold hedges, trend/momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 111 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "GLD", "IEF", "PSQ", "QID", "QLD", "QQQ", "SHV", "SMH", "SPY", "TLT", "USD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 162 | 2026-10-11 | |
| Watchers | 52 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 636 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 50.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 42k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 119.03% | 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) | 35.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.18% | 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) | 1.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.04% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
