Composer · investment strategy
by Composer Technologies · via Composer
Own QQQ most days; if QQQ’s recent 10‑day swings get unusually large, switch to TLT for safety. Rebalanced daily to try to sidestep big drawdowns.
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 ()
0 of 2 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 Capital preservation 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, the strategy checks how choppy QQQ (Nasdaq‑100, large US tech‑heavy stocks) has been over the last ~10 trading days. If the typical daily move (“standard deviation”) is above a set level (3), it shifts 100% into TLT (long‑term US Treasury bonds). Otherwise it holds 100% QQQ. This aims to dodge sharp stock sell‑offs. Exposure: tech/communication/consumer via QQQ; interest‑rate‑sensitive Treasuries via TLT.
Own QQQ most days; if QQQ’s recent 10‑day swings get unusually large, switch to TLT for safety. Rebalanced daily to try to sidestep big drawdowns.
Out-of-sample return ~32.6%/yr vs SPY ~24.2%; Calmar ~2.72; Sharpe ~1.67. Higher upside with drawdowns near 12%, but volatility-driven shifts to Treasuries aim to protect capital during turbulence while chasing growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $690k | 2026-10-19 | |
| Backtest regulatory fees | $75 | 2026-10-19 | |
| Backtest slippage cost | $671 | 2026-10-19 |
| AI categories (Composer) | drawdown avoidance, risk management, tactical equity-bond rotation, volatility filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 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[ "QQQ", "TLT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.38 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 6,096 | 2026-10-19 | |
| Out-of-sample length | 361 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 19.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6801% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 48.95% | ||
| 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) | 18.02% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.60% | ||
| 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) | 11.50% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.65 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.72 | ||
| Maximum drawdown, backtest period (backtest) | -29.40% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.96% | ||
| Sharpe ratio, backtest period (backtest) | 0.96 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | ||
| Sortino ratio, backtest period (backtest) | 1.39 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.44% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.94% |
| Annualized turnover, backtest period (backtest) | 1.20 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.35% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.23% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
