Composer · investment strategy
by Composer Technologies · via Composer
Daily switch: when the S&P 500 looks short‑term overheated (RSI‑10 > 82), hold UVXY (aims to rise when markets drop). Otherwise hold TQQQ (triple‑leveraged big‑tech index). Always 100% in one ETF. Extremely high risk and 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.
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.
0.5% 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. : 98% · 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 ()
2 of 3 funds in its are : 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.
Each day it takes a 10‑day “heat” reading (RSI) on SPY, a fund that tracks the main US stock market. If that reading is very high (>82), it buys UVXY—a fund that usually jumps when stocks drop but tends to lose over time. Otherwise it holds TQQQ—a fund that triples big‑tech index moves. It’s always 100% in one of these and rechecks daily. Very high risk.
Daily switch: when the S&P 500 looks short‑term overheated (RSI‑10 > 82), hold UVXY (aims to rise when markets drop). Otherwise hold TQQQ (triple‑leveraged big‑tech index). Always 100% in one ETF. Extremely high risk and volatility.
Out-of-sample annualized return ~44.7% vs SPY ~16.1%; max drawdown ~58% vs ~19%; Sharpe ~0.89; Calmar ~0.77. 3x-tech upside with a volatility hedge; stronger upside than the S&P but higher risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.8M | 2026-10-11 | |
| Backtest regulatory fees | $1,805 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, rsi signal, tactical rotation, us equities (nasdaq‑100), volatility (vix) hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 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[ "SPY", "TQQQ", "UVXY" ] | 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) | 3.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 457 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 117k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -81.66% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.56 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
