Composer · investment strategy
by Composer Technologies · via Composer
Uses the S&P 500’s trend to switch modes. Uptrend: 50/50 QLD (2x Nasdaq) + QQQ. Downtrend: if short‑term oversold, buy the dip with QLD; otherwise split between staples (XLP) and a 2x short Nasdaq (QID). Backtest since 2006.
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.
3 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%)
2 funds (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. : 97% · 2026-10-11 ()
54.0% 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 Leveraged ETFs 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.
SPY=S&P500; QQQ=Nasdaq‑100; QLD=2x QQQ; QID=2x short QQQ; XLP=consumer staples. 200‑day average = long‑term trend. RSI(10) ≈ 2‑week heat gauge; <30 = oversold.<br>When SPY is above its 200‑day: hold 50/50 QLD+QQQ. Else: if RSI<30, buy the dip with QLD; otherwise hold 50/50 XLP+QID.
Uses the S&P 500’s trend to switch modes. Uptrend: 50/50 QLD (2x Nasdaq) + QQQ. Downtrend: if short‑term oversold, buy the dip with QLD; otherwise split between staples (XLP) and a 2x short Nasdaq (QID). Backtest since 2006.
Out-of-sample, this strategy targets higher growth: ~35.3% annualized return vs the S&P 500’s ~22.3%, with Calmar ~1.31 and Sharpe ~1.13. It rides Nasdaq upsides (QLD/QQQ) in uptrends and adds defensive hedges, delivering stronger upside with disciplined risk.
Backtest to 7/13/2006
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 | $2,272 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | defensive rotation, inverse etf, leveraged etfs, nasdaq-100 focus, regime switching, tactical allocation, trend following + dip buying | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 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) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QID", "QLD", "QQQ", "SPY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,092 | 2026-10-11 | |
| Out-of-sample length | 1,013 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 39k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 237.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.48% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.48% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
