Composer · investment strategy
by Composer Technologies · via Composer
A tech‑led, rules‑based portfolio. About 55% tactically trades the Nasdaq (QQQ): follows trends, avoids “too hot” moments, rotates into bonds/gold, and can short in bears—with crash rules. The other 45% sits in diversifiers (BTAL, DBMF) to hedge tech risk.
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.
4 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.
0.4% of weight in (IVV: 3.0%)
3 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. : 70% · 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 ()
4 of 14 funds in its are : PSQ, QID, QLD, USD
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.
What it owns and why: - QQQ (Nasdaq‑100, big tech), SPY (S&P 500), SMH (chips) - TLT/IEF/BSV/SHV (US Treasuries: long → cash‑like), GLD (gold) - QLD (2x long QQQ), PSQ/QID (short QQQ) - BTAL (anti‑beta market‑neutral), DBMF (managed futures) Logic: 1) Check long‑term trend (price vs 200‑day avg). 2) In uptrends hold QQQ unless short‑term looks “too hot” (RSI = 0–100 heat meter), then park in bonds/gold. 3) In downtrends hedge or short; special crash rules if Nasdaq drops a lot (>20%). 4) 45% stays in BTAL+DBMF as constant hedges.
A tech‑led, rules‑based portfolio. About 55% tactically trades the Nasdaq (QQQ): follows trends, avoids “too hot” moments, rotates into bonds/gold, and can short in bears—with crash rules. The other 45% sits in diversifiers (BTAL, DBMF) to hedge tech risk.
Stronger risk-adjusted growth with hedged tech exposure. Out-of-sample: Sharpe ≈1.27 vs ≈1.22, drawdown ≈11.8% vs 18.8%, Calmar ≈1.48—offering better downside protection than the S&P 500 while still pursuing tech upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $119k | 2026-10-19 | |
| Backtest regulatory fees | $203 | 2026-10-19 | |
| Backtest slippage cost | $1,687 | 2026-10-19 |
| AI categories (Composer) | gold, hedged growth, managed futures, market-neutral, mean-reversion, tactical allocation, tech-tilt, treasuries, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 117 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "BTAL", "DBMF", "GLD", "IEF", "PSQ", "QID", "QLD", "QQQ", "SHV", "SMH", "SPY", "TLT", "USD" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-19 |
| Remixes (copies) | 33 | 2026-10-19 | |
| Watchers | 16 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,872 | 2026-10-19 | |
| Out-of-sample length | 631 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 39.49% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1087% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.46% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 49.14% | ||
| Return, trailing 1 day (out-of-sample) | -0.95% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.94% | ||
| Return, trailing 1 week (out-of-sample) | -1.16% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.17% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.81% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.00% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.96% | ||
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.36 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Maximum drawdown, backtest period (backtest) | -11.76% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.76% | ||
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | ||
| Sortino ratio, backtest period (backtest) | 3.58 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.83% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.43% |
| Annualized turnover, backtest period (backtest) | 22.92 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.30 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.89% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.04% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
