Composer · investment strategy
by Composer Technologies · via Composer
Switches between aggressive tech (QLD), safety (TLT or UUP), or defense (QID + XLP) based on SPY trends and an oversold signal (RSI). Goal: ride uptrends, hide when weak, and occasionally buy sharp dips.
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 6 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 first checks SPY (S&P 500 fund) vs its 200‑day average price. Above = uptrend → buy QLD (2x fund tied to tech‑heavy Nasdaq‑100).<br>Below: if SPY’s 50‑day avg > 200‑day, hide in TLT (long US Treasuries); but if TLT is weak, use UUP (US dollar).<br>If 50‑day ≤ 200‑day: if RSI(10)<30 (oversold momentum gauge 0–100), bet on a bounce with QLD; else split QID (2x inverse Nasdaq‑100) and XLP (consumer‑staples).
Switches between aggressive tech (QLD), safety (TLT or UUP), or defense (QID + XLP) based on SPY trends and an oversold signal (RSI). Goal: ride uptrends, hide when weak, and occasionally buy sharp dips.
Out-of-sample regime-switching targets tech upside with safety hedges, delivering ~43% annualized return vs SPY’s ~22% and solid risk metrics (Sharpe ~1.16, Calmar ~1.35). Drawdowns can be larger in crises, but upside is compelling.
Backtest to 3/7/2007. By DereckNielsen, Michael B, and Franklin Pierce
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.5M | 2026-10-11 | |
| Backtest regulatory fees | $1,710 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | bonds, currency, defensive sectors, etfs, leveraged/inverse, momentum, regime switching, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 19 | 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", "TLT", "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) | 14 | 2026-10-11 | |
| Watchers | 8 | 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) | 36.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 45k% | 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) | 1.08 | 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) | 1.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.18% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
