Composer · investment strategy
by Composer Technologies · via Composer
When the market is in a long-term uptrend, hold QQQ and SPY. If not, buy oversold QQQ or SPY; otherwise choose between safe Treasuries (SHY) or an inverse tech hedge (PSQ), guided by short-term trends and RSI.
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 2026-10-11
: 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.
1.7% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, 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. : 98% · 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 : PSQ
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 Fixed income 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.
- Regime check: If SPY is above its 200‑day moving average (avg price), split between QQQ (big tech) and SPY.<br>- If below: buy QQQ or SPY if either is very weak short term (RSI<30; RSI gauges recent up/down speed, 0–100).<br>- Else: if QQQ is below its 20‑day avg, hold the stronger of PSQ (rises when QQQ falls) or SHY (short‑term Treasuries) by RSI. If not, buy PSQ if it’s oversold; otherwise QQQ. No fixed rebalance; trades when signals flip.
When the market is in a long-term uptrend, hold QQQ and SPY. If not, buy oversold QQQ or SPY; otherwise choose between safe Treasuries (SHY) or an inverse tech hedge (PSQ), guided by short-term trends and RSI.
Out-of-sample annualized return: 25.84% vs S&P 23.04%; Calmar ~1.31 signals solid risk-adjusted gains. Regime-driven tilts plus hedges (PSQ/SHY) seek stronger upside while managing drawdowns versus a plain S&P hold.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,084 | 2026-10-11 | |
| Backtest slippage cost | $9,452 | 2026-10-11 |
| AI categories (Composer) | bonds, inverse etf, mean reversion, tactical asset allocation, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 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) | 0.56 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QQQ", "SHY", "SPY" ] | 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) | 0.79 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,097 | 2026-10-11 | |
| Out-of-sample length | 1,009 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 151.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.32% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.38% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.12% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
