Composer · investment strategy
by Composer Technologies · via Composer
Aggressive daily rotation using RSI and trend filters to switch among leveraged S&P/Tech, volatility (UVXY), Treasuries, or inverse QQQ. Goal: ride uptrends, hedge when “too hot,” and get defensive in downtrends. Very high risk.
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.
0.0% of weight in (IVV: 3.0%)
No funds · not identified: SPYU 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
6 of 8 funds in its are : SPXL, SPYU, SQQQ, 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 Aggressive risk 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.
Rebalances daily.<br>1) Regime: SPY above its 200‑day average = “healthy,” else “unhealthy.”<br>2) Healthy: if very “hot” (10‑day RSI on TQQQ>79 or SPXL>80; RSI=0–100 gauge of recent moves), hold UVXY (volatility). Otherwise hold SPYU (4× S&P 500).<br>3) Unhealthy: if very “cold,” buy TECL (3× Tech) or SPYU. Else: if TQQQ < 20‑day average, buy the stronger of SQQQ (‑3× Nasdaq‑100) or TLT; else SQQQ or SPYU via RSI.
Aggressive daily rotation using RSI and trend filters to switch among leveraged S&P/Tech, volatility (UVXY), Treasuries, or inverse QQQ. Goal: ride uptrends, hedge when “too hot,” and get defensive in downtrends. Very high risk.
Dynamic, rules-based ETF rotation seeks outsized upside in uptrends with volatility hedges. Out-of-sample: ~46% annualized return vs SPY ~9–10%, Calmar ~0.93, max drawdown ~49%. High-risk, high-potential for risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $43k | 2026-10-11 | |
| Backtest regulatory fees | $36 | 2026-10-11 | |
| Backtest slippage cost | $226 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etf rotation, rsi momentum, tech-heavy, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPXL", "SPY", "SPYU", "SQQQ", "TECL", "TLT", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 713 | 2026-10-11 | |
| Out-of-sample length | 593 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 327.50% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 143.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.09% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.44% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.28% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.17 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.71% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
