Composer · investment strategy
by Composer Technologies · via Composer
A tech‑tilted, rules‑based strategy: ride QQQ in uptrends, switch to a volatility hedge (VIXY) when markets look overheated, and in downtrends either buy deep dips or rotate to SPY, inverse QQQ (PSQ), or Treasuries (TLT) using short‑term “hot/cold” signals.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
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.
Daily: 1) Regime: if SPY > its 200‑day avg (uptrend), hold QQQ unless very “hot” (10‑day RSI: QQQ>79 or SPY>80); then hold VIXY. 2) If SPY ≤ 200‑day avg (downtrend): if QQQ RSI<31 buy QQQ; else if SPY RSI<30 buy SPY; else if QQQ<20‑day avg pick the stronger of PSQ or TLT by 10‑day RSI; else if PSQ RSI<31 buy PSQ; otherwise buy QQQ. RSI=0–100 heat gauge; moving avg=recent average. QQQ=Nasdaq‑100; SPY=S&P 500; VIXY=volatility; PSQ=‑1x QQQ; TLT=long Treasuries.
A tech‑tilted, rules‑based strategy: ride QQQ in uptrends, switch to a volatility hedge (VIXY) when markets look overheated, and in downtrends either buy deep dips or rotate to SPY, inverse QQQ (PSQ), or Treasuries (TLT) using short‑term “hot/cold” signals.
Out-of-sample return 33.6% vs SPY 28.3%, with Calmar ~2.75—strong risk-adjusted upside. A regime-based tech tilt with hedges (VIXY) targets higher long-term growth and protection in hot markets, though bigger drawdowns can occur.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.1M | 2026-10-19 | |
| Backtest regulatory fees | $7,236 | 2026-10-19 | |
| Backtest slippage cost | $65k | 2026-10-19 |
| AI categories (Composer) | mean reversion, momentum, regime filter, tactical asset allocation, treasuries, us equities, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 33 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QQQ", "SPY", "TLT", "VIXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.22 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-19 |
| Remixes (copies) | 34 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,970 | 2026-10-19 | |
| Out-of-sample length | 371 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 50.17% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 61k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.30% | ||
| Return, trailing 1 day (out-of-sample) | -2.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 week (out-of-sample) | -3.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.44% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.75% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.00% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | ||
| SPY annualized return over the backtest window (backtest) | 14.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.28 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.75 | ||
| Maximum drawdown, backtest period (backtest) | -21.96% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.24% | ||
| Sharpe ratio, backtest period (backtest) | 1.80 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.64 | ||
| Sortino ratio, backtest period (backtest) | 3.20 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.13% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.81% |
| Annualized turnover, backtest period (backtest) | 20.82 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.30 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.80% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
