Composer · investment strategy
by Composer Technologies · via Composer
Rules-based switch: 2x long Nasdaq in uptrends; in downtrends, rotate to the US dollar, buy sharp dips, or split between −2x Nasdaq and consumer staples. Signals come from the S&P 500’s trend and short‑term “oversold” readings.
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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
100.0% 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 5 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 Aggressive risk 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.
It watches the S&P 500’s trend and short‑term “overbought/oversold” state.<br>- Above 200‑day average: own QLD (2x Nasdaq).<br>- Below it: if longer‑term is weaker than short‑term, own UUP (USD). Otherwise, if very oversold, buy QLD for a bounce; if not, split 50/50 between QID (−2x Nasdaq) and XLP (staples).
Rules-based switch: 2x long Nasdaq in uptrends; in downtrends, rotate to the US dollar, buy sharp dips, or split between −2x Nasdaq and consumer staples. Signals come from the S&P 500’s trend and short‑term “oversold” readings.
Regime-switching, trend-following strategy that captures Nasdaq upside in uptrends and hedges in downtrends. Out-of-sample: ~43% annualized return vs SPY ~22%, Calmar ~1.35, higher growth with disciplined risk (drawdowns can be larger).
0added MACD to simple Regime switching. it avoids the drawdown in 2018, but it seems to introduce many other problems. i think it worsens overall performance quite a bit. 27.5% CAGR and 37.5% DD since Jan 2007
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.9M | 2026-10-11 | |
| Backtest regulatory fees | $1,481 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | defensive hedging, dip buying, leveraged etfs, nasdaq-100, regime switching, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 15 | 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) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QID", "QLD", "SPY", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,941 | 2026-10-11 | |
| Out-of-sample length | 1,013 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 39k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.26% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 324.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 39.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 39.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.97% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.98% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.18% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
