Composer · investment strategy
by Composer Technologies · via Composer
Daily tech‑vs‑utilities rotation with safety valves: extreme overbought → T‑bills; sharp dip → buy tech; otherwise own the stronger of tech or utilities; if the market trend is down, short QQQ via PSQ.
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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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 ()
1 of 6 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 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.
Each day the strategy checks simple signals: 1) If QQQ (Nasdaq‑100) or SPY (S&P 500) are extremely hot on a 10‑day RSI (>79/>80) → hold BIL (T‑bills/cash). 2) Else if QQQ is very weak (10‑day RSI <30) → buy XLK (tech). 3) Else if XLK’s 63‑day strength beats XLU (utilities) → buy XLK. 4) Else if SPY is above its 200‑day average → buy XLU; otherwise buy PSQ (inverse QQQ).
Daily tech‑vs‑utilities rotation with safety valves: extreme overbought → T‑bills; sharp dip → buy tech; otherwise own the stronger of tech or utilities; if the market trend is down, short QQQ via PSQ.
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: ~23.49% annualized vs 17.50%, smaller drawdowns (14.67% vs 18.76%), Sharpe ~1.07 and Calmar ~1.60, plus positive alpha—offering steadier growth with less downside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $385k | 2026-10-19 | |
| Backtest regulatory fees | $1,113 | 2026-10-19 | |
| Backtest slippage cost | $9,229 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, defensive, inverse etf, momentum (rsi), risk-on/off, sector rotation, trend filter (200-day) | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 24 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QQQ", "SPY", "XLK", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 572 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.76% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3754% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.49% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.75% | ||
| Return, trailing 1 day (out-of-sample) | -3.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.93% | ||
| Return, trailing 1 week (out-of-sample) | -5.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 26.03% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 29.30% | ||
| Return, trailing 2 weeks (out-of-sample) | -7.45% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.21% | ||
| SPY annualized return over the backtest window (backtest) | 10.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.66 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.60 | ||
| Maximum drawdown, backtest period (backtest) | -31.35% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.67% | ||
| Sharpe ratio, backtest period (backtest) | 0.99 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Sortino ratio, backtest period (backtest) | 1.51 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.26% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.02% |
| Annualized turnover, backtest period (backtest) | 29.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.13 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.02% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.44% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
