Composer · investment strategy
by Composer Technologies · via Composer
A fast, RSI‑driven switcher: long volatility when stocks look overheated, long 3× tech/S&P on deep dips, and cash‑like T‑bills in between. Focused on tech/growth signals (QQQ/XLK/VOOG/SPY). Very high risk due to volatility and leveraged ETFs.
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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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 ()
5 of 13 funds in its are : SPXL, SVXY, TECL, TQQQ, UVXY
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 Capital preservation 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.
It watches short‑term “heat” (RSI, a 0–100 overbought/oversold gauge) on QQQ (big tech), XLK (tech sector), VOOG (growth), and SPY (S&P 500). When these look very hot, it buys VIX funds (UVXY/VIXY or tamer VIXM) expecting a pullback. When very cold, it buys 3× tech/S&P (TECL/SPXL) or short VIX (SVXY) for rebounds. Otherwise it parks in T‑bills/bonds (BIL/BSV). ~Half the portfolio runs this with QQQ/SPY “overheat” filters.
A fast, RSI‑driven switcher: long volatility when stocks look overheated, long 3× tech/S&P on deep dips, and cash‑like T‑bills in between. Focused on tech/growth signals (QQQ/XLK/VOOG/SPY). Very high risk due to volatility and leveraged ETFs.
Out-of-sample annualized return ~28.9% vs S&P 20.8%, with lower beta (~0.79) and Calmar ~1.57—strong risk-adjusted upside and resilience. RSI-driven hedges monetize tech dips and shield against heat, outperforming the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $2,271 | 2026-10-11 | |
| Backtest slippage cost | $19k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, rsi timing, tactical allocation, tech and growth tilt, volatility etfs | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 202 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "QQQ", "SPXL", "SPY", "SVXY", "TECL", "TQQQ", "UVXY", "VIXM", "VIXY", "VOOG", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.54% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 102.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.41% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.31 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 77.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
