Composer · investment strategy
by Composer Technologies · via Composer
Tactical ETF portfolio that mainly rides QQQ when the market trend is up, rotates into strong sectors, and, when risk rises, shifts to T‑Bills, staples, and gold. A 40% sleeve toggles between long Treasuries and the core based on bond momentum.
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.
2 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.
10.4% 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. : 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 10 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.
Core: If SPY is above its 200‑day average, hold QQQ (big Nasdaq tech). If not, hold either a defensive mix—BIL (T‑Bills) plus a low‑vol split of XLP (staples) and GLD (gold)—or XLK (tech) if QQQ is very oversold.<br>Four 15% sleeves buy XLF (banks), XLK, XLE (energy), XLU (utilities) only when their 5‑day avg > 50‑day; else they default to the core.<br>A 40% sleeve flips between TLT (long Treasuries) and the core using TLT trend/strength.<br>MAs gauge trend; RSI (0‑100) flags fast drops/rallies.
Tactical ETF portfolio that mainly rides QQQ when the market trend is up, rotates into strong sectors, and, when risk rises, shifts to T‑Bills, staples, and gold. A 40% sleeve toggles between long Treasuries and the core based on bond momentum.
Out-of-sample edge: Sharpe 1.30 vs SPY 1.19; annualized return 24.27% vs 19.77%; max drawdown 15.37% vs 18.76%; Calmar 1.58; positive alpha. Higher upside with lower risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $357k | 2026-10-19 | |
| Backtest regulatory fees | $475 | 2026-10-19 | |
| Backtest slippage cost | $3,855 | 2026-10-19 |
| AI categories (Composer) | etf rotation, momentum, risk-on/risk-off, sector rotation, tactical asset allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 155 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "QQQ", "SPY", "TLT", "XLE", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 547 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.27% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3465% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.27% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.57% | ||
| Return, trailing 1 day (out-of-sample) | -2.06% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.77% | ||
| Return, trailing 1 week (out-of-sample) | -3.26% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.69% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.89% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.18% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.53% | ||
| SPY annualized return over the backtest window (backtest) | 10.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.22 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.58 | ||
| Maximum drawdown, backtest period (backtest) | -16.62% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.37% | ||
| Sharpe ratio, backtest period (backtest) | 1.30 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 2.00 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.13% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.91% |
| Annualized turnover, backtest period (backtest) | 12.98 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.73 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.54% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
