Composer · investment strategy
by Composer Technologies · via Composer
Daily switch between TQQQ and UVXY: hold TQQQ most of the time; if TQQQ’s 10‑day “heat” score (RSI) is extremely high (>79), rotate into UVXY to bet on a pullback and volatility spike. High-risk, leveraged, tech/volatility exposure.
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 2 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 checks how “hot” TQQQ has run recently using a 10‑day speed-of-move score (RSI) from 0–100. If that score is very high (>79), it assumes tech is due to cool off and switches into UVXY (a volatility fund). Otherwise it holds TQQQ (3x Nasdaq‑100).
Daily switch between TQQQ and UVXY: hold TQQQ most of the time; if TQQQ’s 10‑day “heat” score (RSI) is extremely high (>79), rotate into UVXY to bet on a pullback and volatility spike. High-risk, leveraged, tech/volatility exposure.
Beat the S&P with a disciplined daily switch between 3x Nasdaq tech (TQQQ) and UVXY on extreme RSI signals, aiming for ~37.6% OOS annualized return. Captures tech upside while hedging volatility, but accepts large drawdowns (~58%) and higher volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $73.5M | 2026-10-11 | |
| Backtest regulatory fees | $34k | 2026-10-11 | |
| Backtest slippage cost | $322k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, rsi signal, tactical allocation, volatility | 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[ "TQQQ", "UVXY" ] | 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) | 3.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 |
| Remixes (copies) | 12 | 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 | 497 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 735k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.99% | 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) | 20.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.12% | 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) | 0.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | 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) | 1.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
