Composer · investment strategy
by Composer Technologies · via Composer
A rules-based swing between tech momentum, low-volatility stocks, and hedges. It reads short-term “stretched vs. sold off” signals on QQQ, checks market turbulence, and when neutral uses SPY’s trend to choose low-vol, momentum, or hedges.
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.
“hold VIXY (spikes in selloffs) + BTAL (long boring, short flashy)”
“buy TQQQ (turbo Nasdaq)”
“Else use SPY’s 60‑day RSI: >60 SPLV; <50 USMV; else SPMO.”
“If QQQ’s RSI > 80: hold VIXY (spikes in selloffs) + BTAL (long boring, short flashy).”
“If QQQ’s 10‑day RSI < 30: if UVXY (a fear gauge) has been very jumpy, buy TQQQ (turbo Nasdaq).”
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.
3.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 97% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
2 of 9 funds in its are : TQQQ, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
RSI is a 0–100 score of how “stretched vs. sold off” price has been lately.<br>1) If QQQ’s 10‑day RSI < 30: if UVXY (a fear gauge) has been very jumpy, buy TQQQ (turbo Nasdaq). Otherwise split USMV (steady stocks) + SPMO (recent winners).<br>2) If QQQ’s RSI > 80: hold VIXY (spikes in selloffs) + BTAL (long boring, short flashy).<br>3) Else use SPY’s 60‑day RSI: >60 SPLV; <50 USMV; else SPMO.
A rules-based swing between tech momentum, low-volatility stocks, and hedges. It reads short-term “stretched vs. sold off” signals on QQQ, checks market turbulence, and when neutral uses SPY’s trend to choose low-vol, momentum, or hedges.
Out-of-sample annualized return ~34% vs SPY ~19%; Calmar ~1.44 and Sharpe ~1.01 signal strong risk-adjusted upside. RSI-driven rotations with hedges target momentum while addressing volatility, delivering a premium over the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $661k | 2026-10-11 | |
| Backtest regulatory fees | $1,532 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | leveraged nasdaq, momentum and low-vol factors, rsi timing, tactical etf rotation, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 33 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "QQQ", "SPLV", "SPMO", "SPY", "TQQQ", "USMV", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.58 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,764 | 2026-10-11 | |
| Out-of-sample length | 520 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6512% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.74% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.79% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.59% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.79 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.64 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
