Composer · investment strategy
by Composer Technologies · via Composer
Weekly rotation that gauges whether mega-caps are leading (QQQ vs QQQE). If they are, buy one YieldMax ETF linked to MSFT/AAPL/NVDA/META (the lowest-priced that week). If not, hold Eli Lilly (LLY). Always one position at a time.
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%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 it asks: are mega-cap techs leading? It checks if QQQ (Nasdaq-100, tilted to the biggest names) has a stronger recent trend than QQQE (equal-weight version). If yes, it buys one YieldMax ETF tied to MSFT, AAPL, NVDA, or META—the one with the lowest share price that week. If no, it buys Eli Lilly (LLY). Recent trend = average gain over about the last month. Net effect: concentrated mega-cap tech or, otherwise, healthcare (LLY).
Weekly rotation that gauges whether mega-caps are leading (QQQ vs QQQE). If they are, buy one YieldMax ETF linked to MSFT/AAPL/NVDA/META (the lowest-priced that week). If not, hold Eli Lilly (LLY). Always one position at a time.
Out-of-sample edge: ~69% annualized return vs ~21% for the S&P, Sharpe ~1.67 vs ~1.30, Calmar ~3.0. Weekly rotation captures mega-cap leadership or shifts to healthcare with disciplined, single-position risk.
Uses the top heavy QQQ against its equal split version to determine the movement of mega caps.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $41k | 2026-10-11 | |
| Backtest regulatory fees | $37 | 2026-10-11 | |
| Backtest slippage cost | $201 | 2026-10-11 |
| AI categories (Composer) | healthcare tilt, mega-cap tech rotation, options-income etfs, trend-following, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 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[ "APLY", "FBY", "LLY", "MSFO", "NVDY", "QQQ", "QQQE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 783 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 57.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 309.03% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 68.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 326.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.80% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.68% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.94% | 2026-10-11 |
Collective2
Composer Technologies · Composer
