Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based Nasdaq‑100 strategy. In uptrends it holds QQQ; if things look overheated it hides in long Treasuries (TLT). In weak/down markets it rotates among Treasuries, cash, or short/leveraged Nasdaq funds. Extra caution if QQQ is down >20% YoY.
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 10 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 Leveraged ETFs 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 it picks 1 ETF. It starts with QQQ (Nasdaq‑100). Two “thermometers” guide switches: trend lines (20‑ and 200‑day averages) say up or down; RSI (a short‑term speedometer: high=overheated, low=washed‑out).<br>In uptrends it holds QQQ unless overheated, then parks in long Treasuries (TLT). In weak/down markets it toggles among Treasuries (TLT/IEF), cash‑like T‑bills (SHV), or short/leveraged Nasdaq funds (PSQ, QID, QLD). In deep bears (QQQ −20%+ YoY) it cuts risk further.
A daily, rules-based Nasdaq‑100 strategy. In uptrends it holds QQQ; if things look overheated it hides in long Treasuries (TLT). In weak/down markets it rotates among Treasuries, cash, or short/leveraged Nasdaq funds. Extra caution if QQQ is down >20% YoY.
Out-of-sample annualized return ~29% vs S&P ~20%, positive alpha, and Calmar ~1.26. A rules-based Nasdaq-100 strategy with Treasuries hedges offers stronger upside with solid risk-adjusted resilience, though drawdowns can be deeper.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.8M | 2026-10-11 | |
| Backtest regulatory fees | $6,549 | 2026-10-11 | |
| Backtest slippage cost | $56k | 2026-10-11 |
| AI categories (Composer) | bear protection, daily rebalance, leveraged/inverse etfs, nasdaq-100, rules-based, treasuries, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 108 | 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", "SPY", "TLT", "USD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.16 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 673 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 38k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.11% | 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) | 39.69% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 39.68% | 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) | 1.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.11% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.22% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
