Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical switch among QQQ (growth), XLK (tech on dips), and SHV (cash) using SPY’s 200‑day trend and QQQ’s 10‑day RSI. A high 60‑day RSI in SHV makes it prioritize buying tech dips over following the trend.
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 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.
Each day it picks one ETF: QQQ (Nasdaq‑100), XLK (S&P 500 tech), or SHV (short‑term Treasuries). It checks: 1) Market trend: SPY vs its 200‑day average (uptrend or not). 2) Tech dip: QQQ 10‑day RSI (a recent buying/selling meter; <30 = short‑term dip). 3) Cash strength: SHV 60‑day RSI (>65 = strong drift). If cash is strong, it favors buying tech dips first; otherwise, it follows the market trend first. If neither risk‑on nor dip, it parks in SHV.
Daily tactical switch among QQQ (growth), XLK (tech on dips), and SHV (cash) using SPY’s 200‑day trend and QQQ’s 10‑day RSI. A high 60‑day RSI in SHV makes it prioritize buying tech dips over following the trend.
Out-of-sample, this strategy delivers 26.77% annualized return vs SPY’s 21.01%, with max drawdown 16.44% vs 18.76%, and a risk-adjusted Sharpe ~1.28 (close to SPY’s ~1.31). More upside, and better downside protection across 1,025 testing days.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $491k | 2026-10-11 | |
| Backtest regulatory fees | $589 | 2026-10-11 | |
| Backtest slippage cost | $5,108 | 2026-10-11 |
| AI categories (Composer) | cash parking, momentum, risk-on/risk-off, tactical rotation, tech tilt, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 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[ "QQQ", "SHV", "SPY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,907 | 2026-10-11 | |
| Out-of-sample length | 701 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4813% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 93.64% | 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) | 25.66% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.66% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.27% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.17% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.48 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
