Composer · investment strategy
by Composer Technologies · via Composer
Daily rotates among S&P 500 (VOO), covered‑call Nasdaq (QYLD), 2x S&P (SSO), 3x tech (TECL), or a volatility hedge (UVXY) using simple “hot/cold” signals to lean into dips and de‑risk after strong run‑ups.
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.
3.2% 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. : 99% · 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 ()
3 of 7 funds in its are : SSO, TECL, 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.
It checks short-term “hot/cold” readings (RSI) on big market funds each day.<br>- If SPY or QQQ are extremely hot (>80), switch to UVXY (a volatility spike hedge).<br>- If QQQ is very cold (<30), buy TECL (a bold tech rebound bet).<br>- Otherwise use VOO’s RSI: 0–40 VOO; 40–60 QYLD; 60–70 SSO; 70+ VOO.
Daily rotates among S&P 500 (VOO), covered‑call Nasdaq (QYLD), 2x S&P (SSO), 3x tech (TECL), or a volatility hedge (UVXY) using simple “hot/cold” signals to lean into dips and de‑risk after strong run‑ups.
Out-of-sample: ~41% annualized return vs ~16.6% for the S&P; Sharpe ~1.03 vs 1.00; Calmar ~1.55. RSI-driven, diversified mix (leveraged, income, hedges) targets big upside with solid risk-adjusted strength, at the cost of higher volatility.
Copy of o4Fish's RSI-based asset allocation. Reduced volatility and MDD.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.6M | 2026-10-11 | |
| Backtest regulatory fees | $27k | 2026-10-11 | |
| Backtest slippage cost | $223k | 2026-10-11 |
| AI categories (Composer) | covered-call income, leveraged etfs, nasdaq/tech tilt, rsi timing, tactical asset allocation, us equities, volatility hedge | 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[ "QQQ", "QYLD", "SPY", "SSO", "TECL", "UVXY", "VOO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,224 | 2026-10-11 | |
| Out-of-sample length | 466 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 66k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 90.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 64.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 67.60 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
