Composer · investment strategy
by Composer Technologies · via Composer
Own QQQ most of the time. When QQQ’s week is extremely volatile, rotate fully into either GLD (gold) or TLT (long Treasuries), choosing the one that’s more oversold over ~10 days (lower RSI). Switch back to QQQ when conditions cool.
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 ()
0 of 3 funds in its are
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 Commodities & gold 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.
Default: hold QQQ, an ETF of large tech‑heavy Nasdaq‑100 stocks. Each day it checks how “wild” QQQ’s last week was (a volatility test). If it’s unusually high, it switches 100% into a single safety asset: GLD (gold) or TLT (long U.S. Treasury bonds). It picks the one with the lower 10‑day RSI—a quick score of recent moves; lower means it has fallen more and may bounce. When volatility calms, it returns to QQQ.
Own QQQ most of the time. When QQQ’s week is extremely volatile, rotate fully into either GLD (gold) or TLT (long Treasuries), choosing the one that’s more oversold over ~10 days (lower RSI). Switch back to QQQ when conditions cool.
Out-of-sample, this strategy aims for ~26.5% annualized return vs ~20% for the S&P, with Calmar ~1.23 and Sharpe ~1.28. It rotates to GLD or TLT on volatility and back to QQQ when markets settle.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $338k | 2026-10-11 | |
| Backtest regulatory fees | $57 | 2026-10-11 | |
| Backtest slippage cost | $505 | 2026-10-11 |
| AI categories (Composer) | defensive switch, gld, mean reversion, qqq, tactical etf rotation, tlt, volatility trigger | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "GLD", "QQQ", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,496 | 2026-10-11 | |
| Out-of-sample length | 812 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3283% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 113.26% | 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) | 23.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.60% | 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) | 11.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.54% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
