Composer · investment strategy
by Composer Technologies · via Composer
Stays 100% in QQQ unless the market’s short‑term volatility spikes. Then it moves 100% into a single “safety” asset—either gold (GLD) or long Treasuries (TLT)—choosing the one with the lower 10‑day RSI.
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 4 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 Macro signals 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.
- Most of the time: hold QQQ (a tech-heavy US stock fund).<br>- Each day, check if the broad market (SPY) had unusually high short‑term volatility over the last week. If yes, go to “safety.”<br>- In safety: compare gold (GLD) vs long US Treasuries (TLT) using a 10‑day RSI (a 0–100 score of recent ups vs downs). Buy the one with the lower RSI (more recently beaten down).<br>- It’s all‑in one asset and only switches when signals change.
Stays 100% in QQQ unless the market’s short‑term volatility spikes. Then it moves 100% into a single “safety” asset—either gold (GLD) or long Treasuries (TLT)—choosing the one with the lower 10‑day RSI.
Out-of-sample: ~21.41% annualized vs ~19.92% for the S&P. A 100% QQQ core with a volatility-triggered move to GLD/TLT offers higher long-term growth and built-in risk management—though drawdowns can be larger in stress periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $274k | 2026-10-11 | |
| Backtest regulatory fees | $93 | 2026-10-11 | |
| Backtest slippage cost | $813 | 2026-10-11 |
| AI categories (Composer) | etf rotation, gold (gld), nasdaq 100 (qqq), risk-on/risk-off, treasuries (tlt), volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 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", "SPY", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 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) | 16.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2637% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.00% | 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) | 0.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.88% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
