Composer · investment strategy
by Composer Technologies · via Composer
Switches among QQQ (tech‑heavy Nasdaq‑100), SPY (S&P 500), BIL (T‑Bills), PSQ (inverse QQQ), or TLT (long US Treasuries) using long‑/short‑term trend and a “heat meter” (RSI). Rebalanced daily.
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 ()
1 of 5 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.
RSI = 0–100 “heat meter” of recent moves; moving average = typical price over X days.<br>Daily: If SPY is above its 200‑day avg, hold QQQ unless QQQ or SPY are very hot (RSI ≳80); then use BIL (T‑Bills). If SPY is below, buy sharp dips (very cold RSI) in QQQ or SPY; else if QQQ is under its 20‑day avg, own the stronger of PSQ (short QQQ) or TLT (Treasuries). If not, hold PSQ when it’s very cold; else QQQ.
Switches among QQQ (tech‑heavy Nasdaq‑100), SPY (S&P 500), BIL (T‑Bills), PSQ (inverse QQQ), or TLT (long US Treasuries) using long‑/short‑term trend and a “heat meter” (RSI). Rebalanced daily.
Out-of-sample, this regime-aware strategy shifts among QQQ/SPY/BIL/PSQ/TLT, delivering 42.29% annualized return vs SPY’s 28.35%, with Sharpe ~2.08 and Calmar ~3.85—stronger risk-adjusted upside than the S&P 500, despite higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.5M | 2026-10-11 | |
| Backtest regulatory fees | $4,378 | 2026-10-11 | |
| Backtest slippage cost | $39k | 2026-10-11 |
| AI categories (Composer) | cash-like t-bills, daily rebalance, inverse equity hedge, tactical allocation, tech-heavy nasdaq focus, treasuries, trend-following + mean-reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QQQ", "SPY", "TLT" ] | 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) | 1.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 64 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 365 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 35k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.91% | 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) | 27.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.27% | 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) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.00% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.11% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
