Composer · investment strategy
by Composer Technologies · via Composer
Daily, it usually holds QQQ (Nasdaq-100). After a 5-day drop worse than ~-5%, it switches to leveraged funds: use 2x inverse (QID) if there was a strong bounce yesterday, else use 2x long (QLD). Concentrated in big tech/growth.
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 ()
2 of 3 funds in its are : QID, QLD
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.
Each day it checks the Nasdaq-100 via QQQ. If QQQ fell more than about 5% over the last 5 trading days, it then looks at yesterday: if QQQ jumped over 1% yesterday, it buys QID (moves about 2x opposite QQQ); otherwise it buys QLD (about 2x QQQ). If not, it just holds QQQ. Tech-heavy focus.
Daily, it usually holds QQQ (Nasdaq-100). After a 5-day drop worse than ~-5%, it switches to leveraged funds: use 2x inverse (QID) if there was a strong bounce yesterday, else use 2x long (QLD). Concentrated in big tech/growth.
Out-of-sample edge: ~31% annualized return with Sharpe ~1.12 and Calmar ~1.10, delivering stronger risk-adjusted gains vs the S&P. Uses selective 2x leverage after big dips to capture tech rallies. Max drawdown ~28%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $842k | 2026-10-11 | |
| Backtest regulatory fees | $769 | 2026-10-11 | |
| Backtest slippage cost | $5,087 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, tactical qqq rotation, tech-heavy | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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[ "QID", "QLD", "QQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 166 | 2026-10-11 | |
| Watchers | 68 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,092 | 2026-10-11 | |
| Out-of-sample length | 1,177 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 24.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8319% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.98% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 253.15% | 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) | 35.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.32% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.64 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
