Composer · investment strategy
by Composer Technologies · via Composer
Daily, it checks short‑term “heat” (RSI). Buy leveraged SPXL or TQQQ after oversold dips; switch to UVXY when QQQ is extremely hot; otherwise hold a 50/50 mix of SPY (S&P 500) and QQQ (Nasdaq‑100). High risk due to leverage/volatility.
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.
1.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
3 of 5 funds in its are : SPXL, 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.
It watches a 0–100 “heat” score (RSI) based on recent price moves.<br>- If SPY (S&P 500) looks washed out (score < 30), buy SPXL (a 3x S&P 500 fund).<br>- Else if QQQ (Nasdaq‑100) is washed out (< 30), buy TQQQ (a 3x Nasdaq‑100 fund).<br>- Else if QQQ is very hot (> 82), buy UVXY (a volatility fund that jumps when markets fall).<br>- Otherwise hold 50/50 SPY and QQQ. Rebalanced daily.
Daily, it checks short‑term “heat” (RSI). Buy leveraged SPXL or TQQQ after oversold dips; switch to UVXY when QQQ is extremely hot; otherwise hold a 50/50 mix of SPY (S&P 500) and QQQ (Nasdaq‑100). High risk due to leverage/volatility.
Out-of-sample edge: ~35% annualized return vs SPY ~18%, with Sharpe ~1.12. Drawdowns ~30%, but RSI-driven rotations seek big upside while preserving core SPY/QQQ exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.9M | 2026-10-11 | |
| Backtest regulatory fees | $4,389 | 2026-10-11 | |
| Backtest slippage cost | $38k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, rsi-based, tactical rotation, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 15 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPXL", "SPY", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 514 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 49k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.94% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.48% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 47.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 47.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
