Composer · investment strategy
by Composer Technologies · via Composer
A weekly switcher: if mega-cap tech is leading (QQQ beating equal-weight QQQE), own the strongest of Apple/Nvidia/Netflix; otherwise, own the steadier of Eli Lilly/Moderna. Single-stock, momentum when risk-on, lower-vol healthcare when risk-off.
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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
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 ()
0 of 7 funds in its are
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 week: 1) Compare the last 20 trading days’ average return of QQQ (mega-cap tech heavy) vs QQQE (equal-weighted Nasdaq-100). 2) If QQQ is stronger, buy the single strongest of Apple, Nvidia, or Netflix by a 40‑day RSI (a score of recent upward pressure). 3) Otherwise, buy the calmer of Eli Lilly or Moderna using 10‑day volatility (lower wins). Hold for a week, then repeat.
A weekly switcher: if mega-cap tech is leading (QQQ beating equal-weight QQQE), own the strongest of Apple/Nvidia/Netflix; otherwise, own the steadier of Eli Lilly/Moderna. Single-stock, momentum when risk-on, lower-vol healthcare when risk-off.
Out-of-sample edge: ~33.7% annualized vs ~20.8% S&P. Weekly regime rotation—mega-cap momentum when tech leads; defensive healthcare otherwise—aiming higher growth with Calmar ~0.89, but larger drawdowns (~38%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $840k | 2026-10-11 | |
| Backtest regulatory fees | $970 | 2026-10-11 | |
| Backtest slippage cost | $8,530 | 2026-10-11 |
| AI categories (Composer) | breadth (qqq vs qqqe), momentum, regime filter, single-stock rotation, tech vs healthcare, volatility targeting, weekly rebalancing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 15 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "LLY", "MRNA", "NFLX", "NVDA", "QQQ", "QQQE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.00 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,959 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 76.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8296% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.65% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 123.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -9.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.28% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -6.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -17.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.22% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
