Composer · investment strategy
by Composer Technologies · via Composer
A three‑mode switch: long volatility (UVXY) when QQQ looks overheated, aggressive tech (TQQQ) when QQQ looks washed out, and a defensive mix (IEI, GLD, UUP, SCHD) otherwise—using QQQ’s 10‑day RSI as the on/off dial. High risk when in leveraged funds.
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.
5 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.
3.6% of weight in (IVV: 3.0%)
2 funds (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. : 100% · 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 ()
2 of 7 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 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.
It watches a 10‑day “speedometer” of QQQ (a big tech‑heavy index fund). If QQQ looks very hot (RSI ≥ 80), it switches 100% to UVXY, a fund that jumps when market volatility spikes. If QQQ looks very cold (RSI ≤ 31), it goes 100% into TQQQ, a triple‑speed version of QQQ. Otherwise, it splits evenly across Treasuries (IEI), gold (GLD), the U.S. dollar (UUP), and dividend‑paying U.S. stocks (SCHD). Trades only when the signal changes.
A three‑mode switch: long volatility (UVXY) when QQQ looks overheated, aggressive tech (TQQQ) when QQQ looks washed out, and a defensive mix (IEI, GLD, UUP, SCHD) otherwise—using QQQ’s 10‑day RSI as the on/off dial. High risk when in leveraged funds.
Out-of-sample, this strategy posted ~34.5% annualized return vs SPY’s ~21.7%, with a Calmar ~1.45—providing stronger upside with controlled drawdowns. It hedges crashes with UVXY, captures rebounds with TQQQ, plus a defensive sleeve.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.4M | 2026-10-11 | |
| Backtest regulatory fees | $6,116 | 2026-10-11 | |
| Backtest slippage cost | $49k | 2026-10-11 |
| AI categories (Composer) | defensive rotation, leveraged etfs, rsi signal, tactical timing, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 15 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "IEI", "QQQ", "SCHD", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 38 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,763 | 2026-10-11 | |
| Out-of-sample length | 879 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.42% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 54k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.50% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 181.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.72% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 16.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.00% | 2026-10-11 |
Collective2
Composer Technologies · Composer
