Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “buy the dip” in big tech. If the market trend is up, pair scaled amounts of 2x Nasdaq (QLD) with SPY; if trend is down, pair with SHY. The deeper the dip in QQQ (lower 10‑day RSI), the more QLD it buys; no dip = SPY/SHY.
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 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.
Each day it checks trend and how “beat up” tech is.<br>- Trend: If SPY is above its 200‑day average, it’s an uptrend; otherwise a downtrend.<br>- Dip size: QQQ’s 10‑day RSI scores 0–100; lower = bigger dip.<br>It buys more 2x Nasdaq (QLD) as RSI falls from 30→20, pairing it with SPY in uptrends or SHY (short‑term Treasuries) in downtrends. No dip = SPY/SHY only.
A daily, rules-based “buy the dip” in big tech. If the market trend is up, pair scaled amounts of 2x Nasdaq (QLD) with SPY; if trend is down, pair with SHY. The deeper the dip in QQQ (lower 10‑day RSI), the more QLD it buys; no dip = SPY/SHY.
Out-of-sample edge: ~24.26% annualized return vs SPY ~20.68%; max drawdown ~10.47% vs ~18.76%; Sharpe ~1.35 vs 1.33; beta ~0.94; Calmar ~2.32 over ~1,427 days. Tech-focused, trend-filtered with downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $226k | 2026-10-11 | |
| Backtest regulatory fees | $268 | 2026-10-11 | |
| Backtest slippage cost | $1,756 | 2026-10-11 |
| AI categories (Composer) | leveraged etf, rsi dip-buying, shy, spy, tactical, tech-heavy, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 106 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QLD", "QQQ", "SHY", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,107 | 2026-10-11 | |
| Out-of-sample length | 978 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 16.63% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2161% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.26% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 132.55% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
