Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based swing strategy: go 3x long SPY/QQQ on sharp dips, shift to UVXY when markets look overheated, otherwise hold SPY/QQQ. Uses 3 timeframes to spread timing risk. High risk due to leverage and UVXY.
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.
Your money is split 50/50 between the S&P 500 (SPY) and the Nasdaq‑100 (QQQ). Each half is split into 3 slices using 7/10/14‑day RSI—a 0–100 “heat” gauge of recent ups vs downs. If RSI is very low, it buys 3x versions (SPXL/TQQQ) to ride a rebound. If very high, it moves to UVXY (a volatility fund that jumps when stocks wobble). Otherwise it holds SPY/QQQ. Rebalanced daily.
A daily, rules‑based swing strategy: go 3x long SPY/QQQ on sharp dips, shift to UVXY when markets look overheated, otherwise hold SPY/QQQ. Uses 3 timeframes to spread timing risk. High risk due to leverage and UVXY.
Out-of-sample edge: ~30.7% annualized return vs ~17% for SPY, Calmar ~1.12 and Sharpe ~1.02. A 50/50 SPY/QQQ RSI-driven strategy using 3x bets and UVXY aims for bigger upside with disciplined risk—though drawdowns can exceed SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.8M | 2026-10-11 | |
| Backtest regulatory fees | $3,579 | 2026-10-11 | |
| Backtest slippage cost | $30k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean-reversion, multi-timeframe, rsi-based, tactical allocation, us large-cap equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.49 | 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) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 565 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 48.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 38k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.69% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 82.42% | 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) | 27.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.42% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
