Composer · investment strategy
by Composer Technologies · via Composer
Daily, it flips between 2× long QQQ (QLD), 2× inverse QQQ (QID), or T‑bills (BIL) using a ‘hot/cold’ score for tech (XLK) and a 6‑month check that tech outpaces defensive sectors (XLP, XLU).
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.
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 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.
Each day the strategy reads a “hot/cold” score (RSI, 0–100) for XLK, a big U.S. tech ETF. If it’s very hot (>80), it bets against tech with QID (2× inverse Nasdaq‑100). If very cold (<30), it buys QLD (2× long Nasdaq‑100). Otherwise it compares 6‑month RSI of XLK to XLP (consumer staples) and XLU (utilities): if tech is weaker than either, it parks in BIL (T‑bills); if stronger than both, it holds QLD. It uses XLK for signals, QLD/QID for bigger swings.
Daily, it flips between 2× long QQQ (QLD), 2× inverse QQQ (QID), or T‑bills (BIL) using a ‘hot/cold’ score for tech (XLK) and a 6‑month check that tech outpaces defensive sectors (XLP, XLU).
This strategy aims to outperform the S&P by timing tech momentum with 2× Nasdaq bets and cash hedges. Out-of-sample annualized return: ~33% vs ~22% for the S&P; Calmar ~1.47; higher drawdowns (~22%), but strong risk-adjusted edge when tech leads.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.5M | 2026-10-11 | |
| Backtest regulatory fees | $5,732 | 2026-10-11 | |
| Backtest slippage cost | $43k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean‑reversion, momentum, nasdaq‑100, risk‑on/risk‑off, rsi, sector rotation, tactical allocation, us tech | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 27 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "BIL", "QID", "QLD", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 46 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 947 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 25k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 194.74% | 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) | 14.35% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
