Composer · investment strategy
by Composer Technologies · via Composer
Risk-on/risk-off plan: QQQ in uptrends; XLP when weak; but buy deep dips with 2x Nasdaq (QLD) when SPY looks oversold (RSI<30). Signals come from SPY’s 200‑day trend and 10‑day RSI; trades infrequently.
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 ()
1 of 4 funds in its are : 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.
Reads the market using SPY (S&P 500).<br>- If SPY is above its 200‑day average (long‑term uptrend), own QQQ (Nasdaq‑100, big US tech/growth).<br>- If below: if SPY’s 10‑day RSI<30 (RSI gauges how extreme recent moves are; <30 = very oversold), buy QLD (2x Nasdaq) to play a snap‑back; otherwise hold XLP (consumer‑staples, “everyday essentials”). Trades only when signals flip.
Risk-on/risk-off plan: QQQ in uptrends; XLP when weak; but buy deep dips with 2x Nasdaq (QLD) when SPY looks oversold (RSI<30). Signals come from SPY’s 200‑day trend and 10‑day RSI; trades infrequently.
Out-of-sample annualized return 34.9% vs SPY 22.3%; Sharpe 1.42; Calmar 1.54. Higher risk-adjusted upside through Nasdaq leadership in uptrends and selective dip-boosting with regime-based defense.
Backtest to 6/21/2006
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $940k | 2026-10-11 | |
| Backtest regulatory fees | $777 | 2026-10-11 | |
| Backtest slippage cost | $5,425 | 2026-10-11 |
| AI categories (Composer) | 200-day moving average, defensive rotation, dip buying, leveraged etf, nasdaq focus, regime switching, rsi, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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[ "QLD", "QQQ", "SPY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 38 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,107 | 2026-10-11 | |
| Out-of-sample length | 1,013 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9298% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 233.45% | 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) | 29.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.53% | 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) | 11.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.63% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.84% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
