Composer · investment strategy
by Composer Technologies · via Composer
Uses a “heat gauge” on QQQ to switch between: 1) a volatility spike hedge (UVXY) when markets look overheated, 2) a high‑octane tech bet (TECL) after a sell‑off, or 3) a calmer mix of bonds, gold, dollar, and dividend stocks.
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 : TECL, 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.
Signal: QQQ’s 10‑day RSI (a 0–100 “heat gauge” of recent moves; high=hot, low=washed‑out).<br>If RSI ≥ 80: 100% UVXY (jumps when fear/volatility spikes—bleeds if calm).<br>If RSI ≤ 31: 100% TECL (3× daily tech; used instead of TQQQ for a purer tech bet—very aggressive).<br>Else: 25% each IEI (Treasuries), GLD (gold), UUP (U.S. dollar), SCHD (dividend stocks).<br>Moves only when the signal flips.
Uses a “heat gauge” on QQQ to switch between: 1) a volatility spike hedge (UVXY) when markets look overheated, 2) a high‑octane tech bet (TECL) after a sell‑off, or 3) a calmer mix of bonds, gold, dollar, and dividend stocks.
Out-of-sample, the strategy aims for ~42% annualized return vs the S&P 500’s ~21.7%, with Calmar ~1.72 and built-in volatility hedge plus a tech rebound play—higher upside with disciplined risk management.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.4M | 2026-10-11 | |
| Backtest regulatory fees | $7,700 | 2026-10-11 | |
| Backtest slippage cost | $66k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, multi-asset, risk-on/risk-off, tactical, 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", "TECL", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 49 | 2026-10-11 | |
| Watchers | 25 | 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) | 56.97% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 84k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 243.71% | 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) | 36.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.56% | 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) | 55.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.11% | 2026-10-11 |
Collective2
Composer Technologies · Composer
