Composer · investment strategy
by Composer Technologies · via Composer
Daily, RSI-based switches: buy 3x TQQQ when deeply oversold, shift to a leveraged defensive/bond mix when the S&P 500 is overheated, use QYLD in sideways markets, and otherwise hold VOO. High risk due to leverage; aims to time regimes.
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
5 of 8 funds in its are : CURE, TMF, TQQQ, UPW, UYG
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Each day the strategy reads a 0–100 “heat gauge” (RSI) of recent price moves. If the S&P 500 (VOO) looks very hot (>70), it splits equally into AGG (bonds), TMF (3x Treasuries), CURE (3x healthcare), UPW (2x utilities), and UYG (2x financials). If TQQQ (3x Nasdaq‑100) looks very cold (<30), it buys TQQQ. Otherwise, if VOO is neutral (40–60), it holds QYLD (covered‑call Nasdaq‑100); else it holds VOO.
Daily, RSI-based switches: buy 3x TQQQ when deeply oversold, shift to a leveraged defensive/bond mix when the S&P 500 is overheated, use QYLD in sideways markets, and otherwise hold VOO. High risk due to leverage; aims to time regimes.
Out-of-sample: ~29% annualized return vs ~21% for the S&P, and ~16.6% max drawdown vs ~18.8%; Calmar ~1.74 signals strong risk-adjusted upside. RSI-driven regime timing with diversified leverage aims for higher returns with controlled risk vs buy-and-hold.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $131k | 2026-10-11 | |
| Backtest regulatory fees | $1,003 | 2026-10-11 | |
| Backtest slippage cost | $6,995 | 2026-10-11 |
| AI categories (Composer) | bonds, covered-call income, daily rebalance, leveraged etfs, rsi, sector rotation, tactical timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "CURE", "QYLD", "TMF", "TQQQ", "UPW", "UYG", "VOO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,224 | 2026-10-11 | |
| Out-of-sample length | 841 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1215% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 134.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.77% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.96 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.10% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.91% | 2026-10-11 |
Collective2
Composer Technologies · Composer
